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% | 101,08 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 150 CHF | 253 400 CHF | 89,71% | 89,71% |
15/07/2024 | 0,49% | 101,33 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 093 CHF | 255 343 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,77 % | 102,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 390 CHF | 253 640 CHF | 73,24% | 73,24% |
11/07/2024 | 0,50% | 100,96 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 774 CHF | 251 024 CHF | 97,58% | 97,58% |
10/07/2024 | 0,50% | 99,08 % | 99,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 477 CHF | 248 727 CHF | 94,72% | 94,72% |
09/07/2024 | 0,50% | 99,33 % | 99,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 666 CHF | 250 916 CHF | 97,77% | 97,77% |
08/07/2024 | 0,50% | 99,93 % | 100,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 779 CHF | 252 029 CHF | 99,61% | 99,61% |
05/07/2024 | 0,49% | 100,27 % | 100,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 179 CHF | 253 429 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 100,30 % | 100,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 777 CHF | 252 027 CHF | 98,26% | 98,26% |
03/07/2024 | 0,50% | 99,45 % | 99,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 646 CHF | 248 896 CHF | 100,00% | 100,00% |