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 | 0,80% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 511 CHF | 253 536 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 863 CHF | 253 888 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,67 % | 101,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 384 CHF | 253 409 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 100,56 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 370 CHF | 253 395 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 100,44 % | 101,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 546 CHF | 252 559 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,83 % | 100,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 125 CHF | 252 127 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 100,01 % | 100,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 022 CHF | 252 022 CHF | 99,70% | 99,70% |
05/07/2024 | 0,80% | 100,00 % | 100,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 510 CHF | 252 523 CHF | 100,00% | 100,00% |