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 | 0,99% | 100,20 % | 101,20 % | 500 000 | 100 000 | 500 000 | 100 000 | 501 000 CHF | 101 200 CHF | 100,00% | 100,00% |
15/07/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 100 000 | 500 000 | 100 000 | 501 000 CHF | 101 200 CHF | 100,00% | 100,00% |
12/07/2024 | 1,00% | 100,00 % | 101,00 % | 500 000 | 100 000 | 500 000 | 100 000 | 500 000 CHF | 101 000 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 100 000 | 500 000 | 100 000 | 500 500 CHF | 101 100 CHF | 100,00% | 100,00% |
10/07/2024 | 1,00% | 99,90 % | 100,90 % | 500 000 | 100 000 | 500 000 | 100 000 | 499 065 CHF | 100 813 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 100 000 | 500 000 | 100 000 | 498 734 CHF | 100 747 CHF | 99,59% | 99,59% |
08/07/2024 | 0,91% | 99,50 % | 100,50 % | 500 000 | 100 000 | 500 000 | 100 000 | 497 141 CHF | 100 334 CHF | 99,17% | 99,17% |
05/07/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 100 000 | 500 000 | 100 000 | 497 217 CHF | 100 243 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 100 000 | 467 580 | 100 000 | 464 906 CHF | 100 226 CHF | 99,45% | 99,45% |
03/07/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 100 000 | 500 000 | 100 000 | 497 999 CHF | 100 400 CHF | 100,00% | 100,00% |