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 | 0,80% | 100,72 % | 101,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 797 CHF | 253 822 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 038 CHF | 254 063 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 638 CHF | 253 663 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 100,50 % | 101,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 366 CHF | 253 391 CHF | 99,99% | 99,99% |
10/07/2024 | 0,80% | 100,49 % | 101,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 997 CHF | 253 022 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 100,23 % | 101,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 832 CHF | 252 857 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 100,32 % | 101,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 795 CHF | 252 816 CHF | 99,43% | 99,43% |
05/07/2024 | 0,80% | 100,11 % | 100,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 686 CHF | 252 706 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,33 % | 101,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 745 CHF | 252 767 CHF | 100,00% | 100,00% |
03/07/2024 | 0,80% | 100,37 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 088 CHF | 253 113 CHF | 99,79% | 99,79% |