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 | 0,79% | 100,70 % | 101,50 % | 500 000 | 100 000 | 500 000 | 100 000 | 503 500 CHF | 101 500 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 100 000 | 500 000 | 100 000 | 503 500 CHF | 101 500 CHF | 100,00% | 100,00% |
12/07/2024 | 0,99% | 100,50 % | 101,50 % | 500 000 | 100 000 | 500 000 | 100 000 | 502 500 CHF | 101 500 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 100,50 % | 101,50 % | 500 000 | 100 000 | 500 000 | 100 000 | 502 500 CHF | 101 500 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 100 000 | 500 000 | 100 000 | 503 000 CHF | 101 400 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 100 000 | 500 000 | 100 000 | 502 999 CHF | 101 400 CHF | 99,28% | 99,28% |
08/07/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 100 000 | 500 000 | 100 000 | 502 243 CHF | 101 449 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 507 000 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 506 500 CHF | 99,46% | 99,46% |
03/07/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 506 500 CHF | 100,00% | 100,00% |