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 | 0,48% | 103,84 % | 104,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 846 CHF | 260 096 CHF | 89,70% | 89,70% |
15/07/2024 | 0,48% | 103,09 % | 103,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 956 CHF | 259 206 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 103,29 % | 103,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 099 CHF | 259 349 CHF | 78,49% | 78,49% |
11/07/2024 | 0,48% | 103,33 % | 103,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 271 CHF | 259 521 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 103,16 % | 103,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 824 CHF | 259 074 CHF | 94,72% | 94,72% |
09/07/2024 | 0,48% | 102,89 % | 103,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 489 CHF | 258 739 CHF | 97,76% | 97,76% |
08/07/2024 | 0,48% | 103,09 % | 103,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 796 CHF | 259 046 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 102,95 % | 103,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 407 CHF | 258 657 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 102,96 % | 103,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 334 CHF | 258 584 CHF | 98,25% | 98,25% |
03/07/2024 | 0,49% | 102,82 % | 103,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 623 CHF | 257 873 CHF | 100,00% | 100,00% |