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 | 0,77% | 103,44 % | 104,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 283 CHF | 260 283 CHF | 89,70% | 89,70% |
15/07/2024 | 0,77% | 103,49 % | 104,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 246 CHF | 261 246 CHF | 100,00% | 100,00% |
12/07/2024 | 0,77% | 103,71 % | 104,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 896 CHF | 260 896 CHF | 78,49% | 78,49% |
11/07/2024 | 0,77% | 103,39 % | 104,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 347 CHF | 260 347 CHF | 100,00% | 100,00% |
10/07/2024 | 0,77% | 103,01 % | 103,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 073 CHF | 259 073 CHF | 94,73% | 94,73% |
09/07/2024 | 0,77% | 102,73 % | 103,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 178 CHF | 259 178 CHF | 97,77% | 97,77% |
08/07/2024 | 0,78% | 102,75 % | 103,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 922 CHF | 258 922 CHF | 99,78% | 99,78% |
05/07/2024 | 0,78% | 102,65 % | 103,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 052 CHF | 259 052 CHF | 100,00% | 100,00% |
04/07/2024 | 0,78% | 102,82 % | 103,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 899 CHF | 258 899 CHF | 98,27% | 98,27% |
03/07/2024 | 0,78% | 102,68 % | 103,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 605 CHF | 258 605 CHF | 100,00% | 100,00% |