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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/06/2024 | 0,49% | 101,61 % | 102,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 271 CHF | 255 521 CHF | 99,99% | 99,99% |
26/06/2024 | 0,49% | 101,87 % | 102,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 557 CHF | 255 807 CHF | 99,83% | 99,83% |
25/06/2024 | 0,49% | 101,76 % | 102,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 657 CHF | 255 907 CHF | 99,78% | 99,78% |
24/06/2024 | 0,49% | 101,85 % | 102,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 207 CHF | 255 457 CHF | 100,00% | 100,00% |
21/06/2024 | 0,48% | 103,10 % | 103,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 436 CHF | 258 686 CHF | 99,99% | 99,99% |
20/06/2024 | 0,48% | 102,92 % | 103,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 565 CHF | 258 815 CHF | 100,00% | 100,00% |
19/06/2024 | 0,48% | 102,87 % | 103,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 392 CHF | 258 642 CHF | 100,00% | 100,00% |
18/06/2024 | 0,49% | 102,84 % | 103,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 996 CHF | 258 246 CHF | 99,50% | 99,50% |
17/06/2024 | 0,48% | 102,98 % | 103,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 385 CHF | 258 635 CHF | 99,14% | 99,14% |
14/06/2024 | 0,48% | 103,26 % | 103,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 185 CHF | 259 435 CHF | 100,00% | 100,00% |