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 | 1,00% | 65,72 % | 66,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 165 261 CHF | 166 920 CHF | 100,00% | 100,00% |
15/07/2024 | 1,00% | 65,46 % | 66,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 163 590 CHF | 165 233 CHF | 100,00% | 100,00% |
12/07/2024 | 1,00% | 66,49 % | 67,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 167 604 CHF | 169 289 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 66,52 % | 67,19 % | 250 000 | 205 000 | 249 912 | 223 222 | 165 800 CHF | 149 656 CHF | 89,81% | 89,81% |
10/07/2024 | 0,99% | 80,46 % | 81,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 959 CHF | 202 959 CHF | 100,00% | 100,00% |
09/07/2024 | 0,96% | 82,21 % | 83,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 519 CHF | 208 519 CHF | 100,00% | 100,00% |
08/07/2024 | 0,96% | 82,55 % | 83,35 % | 250 000 | 230 000 | 250 000 | 236 570 | 208 021 CHF | 198 761 CHF | 99,03% | 99,03% |
05/07/2024 | 0,96% | 82,53 % | 83,33 % | 250 000 | 240 000 | 250 000 | 246 187 | 207 077 CHF | 205 900 CHF | 100,00% | 100,00% |
04/07/2024 | 0,96% | 82,71 % | 83,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 512 CHF | 209 512 CHF | 94,69% | 94,69% |
03/07/2024 | 1,00% | 79,59 % | 80,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 525 CHF | 198 498 CHF | 99,80% | 99,80% |