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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,81% | 98,92 % | 99,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 251 CHF | 249 251 CHF | 100,00% | 100,00% |
15/07/2024 | 0,81% | 98,82 % | 99,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 382 CHF | 249 382 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,12 % | 100,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 137 CHF | 252 137 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 100,07 % | 100,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 955 CHF | 251 955 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,84 % | 100,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 673 CHF | 251 673 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,56 % | 100,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 210 CHF | 251 210 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 99,79 % | 100,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 334 CHF | 251 334 CHF | 99,11% | 99,11% |
05/07/2024 | 0,80% | 99,63 % | 100,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 052 CHF | 251 052 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 99,52 % | 100,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 895 CHF | 250 895 CHF | 100,00% | 100,00% |
03/07/2024 | 0,80% | 99,42 % | 100,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 600 CHF | 250 600 CHF | 99,95% | 99,95% |