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 | 0,87% | 91,49 % | 92,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 857 CHF | 230 857 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 93,70 % | 94,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 057 CHF | 236 057 CHF | 100,00% | 100,00% |
12/07/2024 | 0,85% | 93,61 % | 94,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 388 CHF | 235 388 CHF | 100,00% | 100,00% |
11/07/2024 | 0,86% | 93,15 % | 93,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 275 CHF | 234 275 CHF | 100,00% | 100,00% |
10/07/2024 | 0,83% | 95,73 % | 96,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 812 CHF | 240 812 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 94,19 % | 94,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 263 CHF | 237 263 CHF | 100,00% | 100,00% |
08/07/2024 | 0,84% | 94,84 % | 95,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 347 CHF | 239 347 CHF | 99,59% | 99,59% |
05/07/2024 | 0,84% | 94,60 % | 95,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 649 CHF | 238 649 CHF | 100,00% | 100,00% |
04/07/2024 | 0,85% | 93,43 % | 94,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 075 CHF | 235 075 CHF | 100,00% | 100,00% |
03/07/2024 | 0,85% | 92,90 % | 93,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 953 CHF | 234 953 CHF | 99,79% | 99,79% |