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 | 0,90% | 87,48 % | 88,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 122 CHF | 224 122 CHF | 100,00% | 100,00% |
16/07/2024 | 0,92% | 87,60 % | 88,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 804 CHF | 218 804 CHF | 100,00% | 100,00% |
15/07/2024 | 0,89% | 87,48 % | 88,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 779 CHF | 224 779 CHF | 99,53% | 99,53% |
12/07/2024 | 0,88% | 90,82 % | 91,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 319 CHF | 228 319 CHF | 100,00% | 100,00% |
11/07/2024 | 0,89% | 89,76 % | 90,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 487 CHF | 226 487 CHF | 100,00% | 100,00% |
10/07/2024 | 0,93% | 86,94 % | 87,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 166 CHF | 217 166 CHF | 100,00% | 100,00% |
09/07/2024 | 0,93% | 84,24 % | 85,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 190 CHF | 217 190 CHF | 99,92% | 99,92% |
08/07/2024 | 0,94% | 87,05 % | 87,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 568 CHF | 214 568 CHF | 99,68% | 99,68% |
05/07/2024 | 0,95% | 83,70 % | 84,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 542 CHF | 211 542 CHF | 99,98% | 99,98% |
04/07/2024 | 0,95% | 83,64 % | 84,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 950 CHF | 210 950 CHF | 100,00% | 100,00% |