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 | 0,35% | 114,50 % | 114,90 % | 250 000 | 250 000 | 249 221 | 249 221 | 283 621 CHF | 284 619 CHF | 100,00% | 100,00% |
15/07/2024 | 0,35% | 114,10 % | 114,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 285 052 CHF | 286 052 CHF | 99,99% | 99,99% |
12/07/2024 | 0,18% | 113,00 % | 113,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 058 CHF | 281 558 CHF | 100,00% | 100,00% |
11/07/2024 | 0,18% | 111,20 % | 111,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 277 619 CHF | 278 119 CHF | 99,98% | 99,98% |
10/07/2024 | 0,37% | 109,90 % | 110,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 109 CHF | 272 109 CHF | 100,00% | 100,00% |
09/07/2024 | 0,37% | 107,30 % | 107,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 269 154 CHF | 270 154 CHF | 100,00% | 100,00% |
08/07/2024 | 0,19% | 106,60 % | 106,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 707 CHF | 267 207 CHF | 100,00% | 100,00% |
05/07/2024 | 0,19% | 105,60 % | 105,80 % | 250 000 | 250 000 | 423 023 | 423 023 | 451 469 CHF | 452 315 CHF | 99,33% | 99,33% |
04/07/2024 | 0,38% | 105,40 % | 105,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 460 CHF | 525 460 CHF | 99,46% | 99,46% |
03/07/2024 | 0,37% | 107,20 % | 107,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 335 CHF | 540 335 CHF | 99,99% | 99,99% |