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 | 0,57% | 104,68 % | 105,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 293 CHF | 262 793 CHF | 89,70% | 89,70% |
15/07/2024 | 0,57% | 104,73 % | 105,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 490 CHF | 263 990 CHF | 100,00% | 100,00% |
12/07/2024 | 0,57% | 104,99 % | 105,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 021 CHF | 263 521 CHF | 78,49% | 78,49% |
11/07/2024 | 0,57% | 104,60 % | 105,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 351 CHF | 262 851 CHF | 99,99% | 99,99% |
10/07/2024 | 0,58% | 104,12 % | 104,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 708 CHF | 261 208 CHF | 94,72% | 94,72% |
09/07/2024 | 0,58% | 103,75 % | 104,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 828 CHF | 261 328 CHF | 97,75% | 97,75% |
08/07/2024 | 0,58% | 103,78 % | 104,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 514 CHF | 261 014 CHF | 99,78% | 99,78% |
05/07/2024 | 0,58% | 103,66 % | 104,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 679 CHF | 261 179 CHF | 100,00% | 100,00% |
04/07/2024 | 0,58% | 103,87 % | 104,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 491 CHF | 260 991 CHF | 98,27% | 98,27% |
03/07/2024 | 0,58% | 103,70 % | 104,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 125 CHF | 260 625 CHF | 100,00% | 100,00% |