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 | 0,80% | 100,28 % | 101,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 062 CHF | 505 062 CHF | 89,71% | 89,71% |
15/07/2024 | 0,80% | 100,22 % | 101,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 116 CHF | 505 116 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,13 % | 100,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 442 CHF | 504 442 CHF | 78,49% | 78,49% |
11/07/2024 | 0,80% | 100,04 % | 100,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 819 CHF | 503 819 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,83 % | 100,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 966 CHF | 502 966 CHF | 94,72% | 94,72% |
09/07/2024 | 0,80% | 99,72 % | 100,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 744 CHF | 502 744 CHF | 97,74% | 97,74% |
08/07/2024 | 0,80% | 99,74 % | 100,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 522 CHF | 502 522 CHF | 99,79% | 99,79% |
05/07/2024 | 0,80% | 99,68 % | 100,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 421 CHF | 502 421 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 99,64 % | 100,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 040 CHF | 502 040 CHF | 98,27% | 98,27% |
03/07/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 070 CHF | 502 070 CHF | 100,00% | 100,00% |