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 | 0,82% | 96,84 % | 97,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 241 CHF | 244 241 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 96,55 % | 97,35 % | 220 000 | 15 000 | 221 316 | 219 357 | 214 042 CHF | 214 093 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 98,80 % | 99,60 % | 250 000 | 230 000 | 250 000 | 247 120 | 246 510 CHF | 245 642 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 98,35 % | 99,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 714 CHF | 247 714 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 98,00 % | 98,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 703 CHF | 246 703 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 97,79 % | 98,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 936 CHF | 246 936 CHF | 100,00% | 100,00% |
08/07/2024 | 0,81% | 97,92 % | 98,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 125 CHF | 247 125 CHF | 99,56% | 99,56% |
05/07/2024 | 0,81% | 97,87 % | 98,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 116 CHF | 248 116 CHF | 100,00% | 100,00% |
04/07/2024 | 0,81% | 98,44 % | 99,24 % | 250 000 | 240 000 | 250 000 | 246 976 | 245 865 CHF | 244 865 CHF | 100,00% | 100,00% |
03/07/2024 | 0,81% | 98,15 % | 98,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 043 CHF | 247 043 CHF | 99,88% | 99,88% |