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 | 0,84% | 94,90 % | 95,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 404 CHF | 238 404 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 95,27 % | 96,07 % | 250 000 | 205 000 | 250 000 | 216 003 | 240 768 CHF | 209 701 CHF | 100,00% | 100,00% |
12/07/2024 | 0,84% | 95,60 % | 96,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 957 CHF | 239 957 CHF | 100,00% | 100,00% |
11/07/2024 | 0,85% | 94,00 % | 94,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 953 CHF | 236 953 CHF | 99,99% | 99,99% |
10/07/2024 | 0,86% | 93,14 % | 93,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 341 CHF | 232 341 CHF | 100,00% | 100,00% |
09/07/2024 | 0,86% | 91,68 % | 92,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 582 CHF | 232 582 CHF | 100,00% | 100,00% |
08/07/2024 | 0,87% | 91,31 % | 92,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 301 CHF | 230 301 CHF | 99,90% | 99,90% |
05/07/2024 | 0,87% | 91,15 % | 91,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 801 CHF | 231 801 CHF | 100,00% | 100,00% |
04/07/2024 | 0,87% | 91,52 % | 92,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 975 CHF | 229 975 CHF | 100,00% | 100,00% |
03/07/2024 | 0,87% | 92,04 % | 92,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 083 CHF | 232 083 CHF | 99,90% | 99,90% |