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 | 0,49% | 101,57 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 925 CHF | 255 175 CHF | 89,72% | 89,72% |
15/07/2024 | 0,49% | 101,57 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 925 CHF | 255 175 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,57 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 925 CHF | 255 175 CHF | 78,76% | 78,76% |
11/07/2024 | 0,49% | 101,56 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 900 CHF | 255 150 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 101,55 % | 102,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 875 CHF | 255 125 CHF | 94,72% | 94,72% |
09/07/2024 | 0,49% | 101,55 % | 102,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 875 CHF | 255 125 CHF | 97,75% | 97,75% |
08/07/2024 | 0,49% | 101,54 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 850 CHF | 255 100 CHF | 99,77% | 99,77% |
05/07/2024 | 0,49% | 101,54 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 850 CHF | 255 100 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 101,53 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 829 CHF | 255 079 CHF | 98,26% | 98,26% |
03/07/2024 | 0,49% | 101,52 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 800 CHF | 255 050 CHF | 100,00% | 100,00% |