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 | 0,80% | 101,54 % | 102,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 674 CHF | 255 714 CHF | 96,94% | 96,94% |
16/07/2024 | 0,80% | 101,44 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 576 CHF | 255 608 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 101,45 % | 102,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 724 CHF | 255 761 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 101,43 % | 102,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 388 CHF | 255 412 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 101,14 % | 101,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 810 CHF | 254 835 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 101,15 % | 101,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 536 CHF | 254 561 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 101,07 % | 101,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 700 CHF | 254 725 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 676 CHF | 254 701 CHF | 99,60% | 99,60% |
05/07/2024 | 0,80% | 100,94 % | 101,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 775 CHF | 254 800 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 101,09 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 706 CHF | 254 731 CHF | 100,00% | 100,00% |