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 | 0,80% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 542 CHF | 253 567 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 100,77 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 976 CHF | 254 001 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 806 CHF | 253 831 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 460 CHF | 253 485 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 878 CHF | 252 903 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 100,19 % | 100,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 433 CHF | 252 434 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 100,33 % | 101,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 822 CHF | 252 844 CHF | 99,44% | 99,44% |
05/07/2024 | 0,80% | 100,10 % | 100,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 432 CHF | 252 436 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,18 % | 100,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 658 CHF | 252 680 CHF | 100,00% | 100,00% |
03/07/2024 | 0,80% | 100,19 % | 100,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 213 CHF | 252 213 CHF | 99,59% | 99,59% |