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 | 0,85% | 93,79 % | 94,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 653 CHF | 235 653 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 93,29 % | 94,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 209 CHF | 236 209 CHF | 100,00% | 100,00% |
12/07/2024 | 0,85% | 94,29 % | 95,09 % | 250 000 | 237 000 | 250 000 | 237 896 | 234 859 CHF | 225 392 CHF | 100,00% | 100,00% |
11/07/2024 | 0,85% | 94,03 % | 94,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 977 CHF | 235 977 CHF | 100,00% | 100,00% |
10/07/2024 | 0,85% | 93,73 % | 94,53 % | 250 000 | 215 000 | 250 000 | 219 864 | 233 302 CHF | 206 906 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 92,43 % | 93,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 009 CHF | 236 009 CHF | 100,00% | 100,00% |
08/07/2024 | 0,84% | 94,21 % | 95,01 % | 250 000 | 247 000 | 250 000 | 249 828 | 236 486 CHF | 238 323 CHF | 99,28% | 99,28% |
05/07/2024 | 0,84% | 94,28 % | 95,08 % | 250 000 | 247 000 | 250 000 | 248 113 | 236 190 CHF | 236 391 CHF | 100,00% | 100,00% |
04/07/2024 | 0,85% | 93,74 % | 94,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 571 CHF | 236 571 CHF | 100,00% | 100,00% |
03/07/2024 | 0,86% | 93,35 % | 94,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 219 CHF | 233 219 CHF | 99,60% | 99,60% |