Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,81% | 98,93 % | 99,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 461 CHF | 248 461 CHF | 96,97% | 96,97% |
16/07/2024 | 0,81% | 98,18 % | 98,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 688 CHF | 247 688 CHF | 100,00% | 100,00% |
15/07/2024 | 0,81% | 98,51 % | 99,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 978 CHF | 247 978 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 98,62 % | 99,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 124 CHF | 249 124 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 98,36 % | 99,16 % | 250 000 | 230 000 | 250 000 | 245 862 | 245 464 CHF | 243 368 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 98,34 % | 99,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 100 CHF | 248 100 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 98,55 % | 99,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 698 CHF | 248 698 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 99,31 % | 100,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 091 CHF | 250 091 CHF | 99,20% | 99,20% |
05/07/2024 | 0,80% | 99,87 % | 100,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 239 CHF | 252 241 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,14 % | 100,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 183 CHF | 252 183 CHF | 100,00% | 100,00% |