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 | 0,78% | 102,65 % | 103,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 305 CHF | 258 305 CHF | 89,71% | 89,71% |
15/07/2024 | 0,77% | 102,69 % | 103,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 241 CHF | 259 241 CHF | 100,00% | 100,00% |
12/07/2024 | 0,78% | 102,90 % | 103,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 880 CHF | 258 880 CHF | 78,49% | 78,49% |
11/07/2024 | 0,78% | 102,59 % | 103,39 % | 250 000 | 250 000 | 250 000 | 249 915 | 256 343 CHF | 258 255 CHF | 100,00% | 100,00% |
10/07/2024 | 0,78% | 102,21 % | 103,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 075 CHF | 257 075 CHF | 94,72% | 94,72% |
09/07/2024 | 0,78% | 101,92 % | 102,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 150 CHF | 257 150 CHF | 97,77% | 97,77% |
08/07/2024 | 0,78% | 101,94 % | 102,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 901 CHF | 256 901 CHF | 99,78% | 99,78% |
05/07/2024 | 0,78% | 101,86 % | 102,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 040 CHF | 257 040 CHF | 100,00% | 100,00% |
04/07/2024 | 0,78% | 102,01 % | 102,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 884 CHF | 256 884 CHF | 98,27% | 98,27% |
03/07/2024 | 0,78% | 101,88 % | 102,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 581 CHF | 256 581 CHF | 100,00% | 100,00% |