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% | 102,65 % | 103,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 008 CHF | 258 058 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 102,28 % | 103,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 815 CHF | 257 865 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 102,46 % | 103,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 620 CHF | 257 670 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 102,40 % | 103,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 685 CHF | 257 735 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 102,11 % | 102,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 811 CHF | 256 861 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 101,80 % | 102,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 173 CHF | 257 223 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 102,11 % | 102,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 930 CHF | 256 980 CHF | 99,70% | 99,70% |
05/07/2024 | 0,80% | 102,04 % | 102,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 595 CHF | 257 645 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 102,03 % | 102,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 340 CHF | 257 390 CHF | 100,00% | 100,00% |
03/07/2024 | 0,80% | 101,88 % | 102,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 616 CHF | 256 666 CHF | 99,84% | 99,84% |