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 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 332 CHF | 503 832 CHF | 99,86% | 99,86% |
15/07/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 879 CHF | 505 379 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 852 CHF | 503 352 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 210 CHF | 502 710 CHF | 100,00% | 100,00% |
10/07/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 090 CHF | 501 590 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 859 CHF | 501 359 CHF | 99,92% | 99,92% |
08/07/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 788 CHF | 500 288 CHF | 100,00% | 100,00% |
05/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 365 CHF | 499 865 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 170 CHF | 499 670 CHF | 100,00% | 100,00% |
03/07/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 728 CHF | 500 228 CHF | 100,00% | 100,00% |