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 | 0,47% | 105,15 % | 105,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 854 CHF | 264 104 CHF | 89,72% | 89,72% |
15/07/2024 | 0,47% | 105,31 % | 105,81 % | 250 000 | 250 000 | 249 987 | 250 000 | 263 005 CHF | 264 269 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 105,09 % | 105,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 743 CHF | 263 993 CHF | 78,49% | 78,49% |
11/07/2024 | 0,47% | 105,09 % | 105,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 793 CHF | 264 043 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 105,11 % | 105,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 802 CHF | 264 052 CHF | 94,72% | 94,72% |
09/07/2024 | 0,47% | 105,13 % | 105,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 861 CHF | 264 111 CHF | 97,76% | 97,76% |
08/07/2024 | 0,47% | 105,14 % | 105,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 846 CHF | 264 096 CHF | 99,78% | 99,78% |
05/07/2024 | 0,47% | 105,12 % | 105,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 870 CHF | 264 120 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 105,13 % | 105,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 851 CHF | 264 101 CHF | 98,25% | 98,25% |
03/07/2024 | 0,47% | 105,13 % | 105,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 833 CHF | 264 083 CHF | 100,00% | 100,00% |