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 | 0,91% | 87,24 % | 88,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 720 CHF | 219 720 CHF | 100,00% | 100,00% |
15/07/2024 | 0,90% | 87,59 % | 88,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 477 CHF | 222 477 CHF | 100,00% | 100,00% |
12/07/2024 | 0,91% | 88,05 % | 88,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 661 CHF | 221 661 CHF | 100,00% | 100,00% |
11/07/2024 | 0,91% | 87,30 % | 88,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 999 CHF | 219 999 CHF | 100,00% | 100,00% |
10/07/2024 | 0,92% | 86,61 % | 87,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 441 CHF | 217 441 CHF | 100,00% | 100,00% |
09/07/2024 | 0,93% | 85,49 % | 86,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 578 CHF | 216 578 CHF | 100,00% | 100,00% |
08/07/2024 | 0,93% | 85,30 % | 86,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 447 CHF | 215 447 CHF | 99,75% | 99,75% |
05/07/2024 | 0,93% | 85,12 % | 85,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 686 CHF | 215 686 CHF | 100,00% | 100,00% |
04/07/2024 | 0,94% | 85,30 % | 86,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 791 CHF | 214 791 CHF | 100,00% | 100,00% |
03/07/2024 | 0,94% | 84,86 % | 85,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 972 CHF | 213 972 CHF | 99,70% | 99,70% |