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% | 100,47 % | 101,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 100 CHF | 253 125 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 100,40 % | 101,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 264 CHF | 253 289 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,45 % | 101,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 001 CHF | 253 026 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 100,36 % | 101,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 843 CHF | 252 868 CHF | 25,69% | 25,69% |
10/07/2024 | 0,80% | 100,18 % | 100,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 458 CHF | 252 460 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 100,19 % | 100,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 640 CHF | 252 657 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 100,19 % | 100,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 485 CHF | 252 487 CHF | 99,51% | 99,51% |
05/07/2024 | 0,80% | 100,07 % | 100,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 373 CHF | 252 373 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,13 % | 100,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 334 CHF | 252 334 CHF | 100,00% | 100,00% |
03/07/2024 | 0,80% | 100,10 % | 100,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 210 CHF | 252 210 CHF | 99,72% | 99,72% |