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 | 0,75% | 90,13 % | 90,80 % | 220 000 | 220 000 | 220 000 | 216 910 | 198 575 CHF | 197 254 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 89,65 % | 90,32 % | 220 000 | 220 000 | 220 677 | 219 664 | 197 418 CHF | 197 987 CHF | 99,97% | 99,97% |
12/07/2024 | 0,75% | 97,07 % | 97,80 % | 205 000 | 200 000 | 205 000 | 204 293 | 197 700 CHF | 198 506 CHF | 99,97% | 99,97% |
11/07/2024 | 0,75% | 95,70 % | 96,43 % | 205 000 | 205 000 | 205 227 | 205 000 | 196 078 CHF | 197 330 CHF | 99,99% | 99,99% |
10/07/2024 | 0,75% | 94,76 % | 95,47 % | 210 000 | 205 000 | 210 000 | 207 603 | 198 259 CHF | 197 465 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 94,55 % | 95,26 % | 210 000 | 205 000 | 207 720 | 205 075 | 197 878 CHF | 196 836 CHF | 100,00% | 100,00% |
08/07/2024 | 0,75% | 95,54 % | 96,25 % | 205 000 | 205 000 | 205 228 | 205 000 | 196 302 CHF | 197 560 CHF | 99,99% | 99,99% |
05/07/2024 | 0,75% | 95,86 % | 96,59 % | 205 000 | 205 000 | 205 000 | 201 514 | 198 737 CHF | 196 819 CHF | 100,00% | 100,00% |
04/07/2024 | 0,76% | 96,17 % | 96,90 % | 205 000 | 205 000 | 205 000 | 205 000 | 196 763 CHF | 198 258 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 95,71 % | 96,44 % | 205 000 | 205 000 | 207 076 | 205 016 | 197 481 CHF | 196 988 CHF | 99,99% | 99,99% |