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% | 101,01 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 050 CHF | 507 550 CHF | 89,72% | 89,72% |
15/07/2024 | 0,49% | 101,01 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 050 CHF | 507 550 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,01 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 050 CHF | 507 550 CHF | 78,76% | 78,76% |
11/07/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 000 CHF | 507 500 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 100,99 % | 101,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 950 CHF | 507 450 CHF | 94,73% | 94,73% |
09/07/2024 | 0,49% | 100,99 % | 101,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 950 CHF | 507 450 CHF | 97,76% | 97,76% |
08/07/2024 | 0,49% | 100,99 % | 101,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 950 CHF | 507 450 CHF | 99,78% | 99,78% |
05/07/2024 | 0,49% | 100,98 % | 101,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 900 CHF | 507 400 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 100,98 % | 101,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 900 CHF | 507 400 CHF | 98,25% | 98,25% |
03/07/2024 | 0,49% | 100,97 % | 101,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 850 CHF | 507 350 CHF | 100,00% | 100,00% |