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 | 0,80% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 701 CHF | 253 726 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 841 CHF | 253 866 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 476 CHF | 253 501 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 862 CHF | 253 888 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 100,59 % | 101,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 332 CHF | 253 357 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 100,33 % | 101,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 020 CHF | 253 045 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 100,56 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 470 CHF | 253 495 CHF | 99,71% | 99,71% |
05/07/2024 | 0,80% | 100,37 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 029 CHF | 253 054 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,31 % | 101,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 909 CHF | 252 934 CHF | 100,00% | 100,00% |
03/07/2024 | 0,80% | 100,24 % | 101,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 660 CHF | 252 680 CHF | 99,92% | 99,92% |