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 | 0,87% | 91,81 % | 92,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 652 CHF | 231 652 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 93,75 % | 94,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 116 CHF | 236 116 CHF | 100,00% | 100,00% |
12/07/2024 | 0,85% | 93,68 % | 94,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 651 CHF | 235 651 CHF | 100,00% | 100,00% |
11/07/2024 | 0,86% | 93,30 % | 94,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 749 CHF | 234 749 CHF | 100,00% | 100,00% |
10/07/2024 | 0,84% | 95,52 % | 96,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 334 CHF | 240 334 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 94,19 % | 94,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 199 CHF | 237 199 CHF | 100,00% | 100,00% |
08/07/2024 | 0,84% | 94,81 % | 95,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 340 CHF | 239 340 CHF | 99,71% | 99,71% |
05/07/2024 | 0,84% | 94,59 % | 95,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 627 CHF | 238 627 CHF | 100,00% | 100,00% |
04/07/2024 | 0,85% | 93,53 % | 94,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 309 CHF | 235 309 CHF | 100,00% | 100,00% |
03/07/2024 | 0,85% | 92,97 % | 93,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 144 CHF | 235 144 CHF | 99,68% | 99,68% |