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 | 0,46% | 110,07 % | 110,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 273 761 CHF | 275 011 CHF | 89,72% | 89,72% |
15/07/2024 | 0,45% | 109,46 % | 109,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 274 417 CHF | 275 667 CHF | 100,00% | 100,00% |
12/07/2024 | 0,46% | 109,52 % | 110,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 082 CHF | 273 332 CHF | 78,75% | 78,75% |
11/07/2024 | 0,46% | 108,55 % | 109,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 019 CHF | 272 269 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 107,69 % | 108,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 897 CHF | 269 147 CHF | 94,74% | 94,74% |
09/07/2024 | 0,47% | 106,41 % | 106,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 578 CHF | 267 828 CHF | 97,77% | 97,77% |
08/07/2024 | 0,47% | 106,49 % | 106,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 354 CHF | 267 604 CHF | 99,78% | 99,78% |
05/07/2024 | 0,47% | 106,61 % | 107,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 803 CHF | 268 053 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 106,21 % | 106,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 685 CHF | 265 935 CHF | 98,27% | 98,27% |
03/07/2024 | 0,47% | 105,80 % | 106,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 378 CHF | 264 628 CHF | 100,00% | 100,00% |