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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,80% | 99,30 % | 100,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 987 CHF | 251 989 CHF | 100,00% | 100,00% |
16/07/2024 | 0,80% | 100,51 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 185 CHF | 253 208 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 932 CHF | 252 955 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,51 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 698 CHF | 251 699 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 99,87 % | 100,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 430 CHF | 253 452 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 100,33 % | 101,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 854 CHF | 253 879 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 101,15 % | 101,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 421 CHF | 254 446 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 100,92 % | 101,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 775 CHF | 254 800 CHF | 99,79% | 99,79% |
05/07/2024 | 0,80% | 101,07 % | 101,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 166 CHF | 254 191 CHF | 100,00% | 100,00% |