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 | 0,49% | 101,83 % | 102,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 295 CHF | 255 545 CHF | 89,71% | 89,71% |
15/07/2024 | 0,49% | 101,73 % | 102,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 590 CHF | 255 840 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,91 % | 102,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 464 CHF | 255 714 CHF | 78,49% | 78,49% |
11/07/2024 | 0,49% | 101,58 % | 102,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 547 CHF | 254 797 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 101,45 % | 101,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 809 CHF | 255 059 CHF | 94,72% | 94,72% |
09/07/2024 | 0,49% | 101,48 % | 101,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 716 CHF | 254 966 CHF | 97,77% | 97,77% |
08/07/2024 | 0,49% | 101,53 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 045 CHF | 255 295 CHF | 99,78% | 99,78% |
05/07/2024 | 0,49% | 101,52 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 061 CHF | 255 311 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 101,51 % | 102,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 821 CHF | 255 071 CHF | 98,25% | 98,25% |
03/07/2024 | 0,49% | 101,41 % | 101,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 884 CHF | 255 134 CHF | 99,84% | 99,84% |