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% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 747 CHF | 507 747 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 724 CHF | 507 724 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 491 620 | 502 576 CHF | 498 087 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 844 CHF | 506 844 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 115 CHF | 506 115 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 149 CHF | 505 149 CHF | 99,58% | 99,58% |
08/07/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 271 CHF | 505 271 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 349 CHF | 505 349 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 138 CHF | 504 138 CHF | 99,45% | 99,45% |
03/07/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 246 CHF | 505 246 CHF | 100,00% | 100,00% |