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 | 0,48% | 104,97 % | 105,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 989 CHF | 263 239 CHF | 89,72% | 89,72% |
15/07/2024 | 0,48% | 104,88 % | 105,38 % | 250 000 | 250 000 | 249 987 | 250 000 | 262 133 CHF | 263 396 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 104,88 % | 105,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 924 CHF | 263 174 CHF | 78,76% | 78,76% |
11/07/2024 | 0,48% | 104,90 % | 105,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 070 CHF | 263 320 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 104,34 % | 104,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 602 CHF | 261 852 CHF | 94,73% | 94,73% |
09/07/2024 | 0,48% | 104,21 % | 104,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 416 CHF | 261 666 CHF | 97,75% | 97,75% |
08/07/2024 | 0,48% | 104,23 % | 104,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 012 CHF | 262 262 CHF | 99,77% | 99,77% |
05/07/2024 | 0,48% | 104,45 % | 104,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 411 CHF | 262 661 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 104,58 % | 105,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 404 CHF | 262 654 CHF | 98,26% | 98,26% |
03/07/2024 | 0,48% | 104,64 % | 105,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 333 CHF | 262 583 CHF | 100,00% | 100,00% |