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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,83% | 96,84 % | 97,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 162 CHF | 243 162 CHF | 96,97% | 96,97% |
16/07/2024 | 0,83% | 95,33 % | 96,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 626 CHF | 240 626 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 96,15 % | 96,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 228 CHF | 241 228 CHF | 100,00% | 100,00% |
12/07/2024 | 0,83% | 96,93 % | 97,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 620 CHF | 241 620 CHF | 90,19% | 90,19% |
11/07/2024 | 0,83% | 96,01 % | 96,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 253 CHF | 242 253 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,19 % | 99,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 341 CHF | 250 341 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,10 % | 99,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 628 CHF | 250 628 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 99,79 % | 100,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 697 CHF | 251 697 CHF | 99,65% | 99,65% |
05/07/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 179 CHF | 250 179 CHF | 100,00% | 100,00% |
04/07/2024 | 0,81% | 98,85 % | 99,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 639 CHF | 248 639 CHF | 100,00% | 100,00% |