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 | 0,20% | 104,40 % | 104,60 % | 250 000 | 250 000 | 249 223 | 249 223 | 257 756 CHF | 258 255 CHF | 99,99% | 99,99% |
15/07/2024 | 0,19% | 104,10 % | 104,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 033 CHF | 260 533 CHF | 99,99% | 99,99% |
12/07/2024 | 0,39% | 102,20 % | 102,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 918 CHF | 254 918 CHF | 100,00% | 100,00% |
11/07/2024 | 0,40% | 100,30 % | 100,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 632 CHF | 251 632 CHF | 99,97% | 99,97% |
10/07/2024 | 0,20% | 99,20 % | 99,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 472 CHF | 244 972 CHF | 100,00% | 100,00% |
09/07/2024 | 0,21% | 96,70 % | 96,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 656 CHF | 243 156 CHF | 100,00% | 100,00% |
08/07/2024 | 0,42% | 96,00 % | 96,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 143 CHF | 241 143 CHF | 100,00% | 100,00% |
05/07/2024 | 0,41% | 96,00 % | 96,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 349 CHF | 243 349 CHF | 100,00% | 100,00% |
04/07/2024 | 0,21% | 96,10 % | 96,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 710 CHF | 239 210 CHF | 99,46% | 99,46% |
03/07/2024 | 0,20% | 97,50 % | 97,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 879 CHF | 245 379 CHF | 100,00% | 100,00% |