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 | 0,40% | 101,00 % | 101,40 % | 250 000 | 250 000 | 249 568 | 249 568 | 252 318 CHF | 253 317 CHF | 100,00% | 100,00% |
15/07/2024 | 0,39% | 101,90 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 428 CHF | 259 428 CHF | 99,99% | 99,99% |
12/07/2024 | 0,39% | 104,00 % | 104,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 202 CHF | 259 202 CHF | 100,00% | 100,00% |
11/07/2024 | 0,39% | 102,60 % | 103,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 516 CHF | 256 516 CHF | 99,99% | 99,99% |
10/07/2024 | 0,39% | 101,90 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 700 CHF | 254 700 CHF | 100,00% | 100,00% |
09/07/2024 | 0,39% | 101,40 % | 101,80 % | 250 000 | 250 000 | 249 468 | 249 468 | 254 381 CHF | 255 379 CHF | 100,00% | 100,00% |
08/07/2024 | 0,39% | 101,30 % | 101,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 887 CHF | 254 887 CHF | 99,99% | 99,99% |
05/07/2024 | 0,39% | 100,90 % | 101,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 896 CHF | 254 896 CHF | 100,00% | 100,00% |
04/07/2024 | 0,39% | 101,70 % | 102,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 080 CHF | 255 080 CHF | 99,45% | 99,45% |
03/07/2024 | 0,40% | 101,50 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 655 CHF | 253 655 CHF | 99,98% | 99,98% |