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% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 100 CHF | 254 125 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 100,82 % | 101,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 070 CHF | 254 095 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,81 % | 101,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 025 CHF | 254 050 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 100,79 % | 101,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 971 CHF | 253 996 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 100,77 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 925 CHF | 253 950 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 100,77 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 943 CHF | 253 968 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 900 CHF | 253 925 CHF | 99,59% | 99,59% |
05/07/2024 | 0,80% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 875 CHF | 253 900 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 825 CHF | 253 850 CHF | 100,00% | 100,00% |
03/07/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 772 CHF | 253 797 CHF | 99,73% | 99,73% |