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 | 0,58% | 103,18 % | 103,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 576 CHF | 259 076 CHF | 89,71% | 89,71% |
15/07/2024 | 0,58% | 103,22 % | 103,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 669 CHF | 260 169 CHF | 100,00% | 100,00% |
12/07/2024 | 0,57% | 104,71 % | 105,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 363 CHF | 262 863 CHF | 78,49% | 78,49% |
11/07/2024 | 0,57% | 104,35 % | 104,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 736 CHF | 262 236 CHF | 100,00% | 100,00% |
10/07/2024 | 0,58% | 103,91 % | 104,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 231 CHF | 260 731 CHF | 94,72% | 94,72% |
09/07/2024 | 0,58% | 103,57 % | 104,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 340 CHF | 260 840 CHF | 97,77% | 97,77% |
08/07/2024 | 0,58% | 103,60 % | 104,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 050 CHF | 260 550 CHF | 99,78% | 99,78% |
05/07/2024 | 0,58% | 103,48 % | 104,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 190 CHF | 260 690 CHF | 100,00% | 100,00% |
04/07/2024 | 0,58% | 103,68 % | 104,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 010 CHF | 260 510 CHF | 98,27% | 98,27% |
03/07/2024 | 0,58% | 103,52 % | 104,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 660 CHF | 260 160 CHF | 100,00% | 100,00% |