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 | 0,72% | 110,10 % | 110,90 % | 500 000 | 100 000 | 495 372 | 100 000 | 545 404 CHF | 110 900 CHF | 100,00% | 100,00% |
15/07/2024 | 0,72% | 110,10 % | 110,90 % | 500 000 | 100 000 | 500 000 | 100 000 | 550 500 CHF | 110 900 CHF | 100,00% | 100,00% |
12/07/2024 | 0,72% | 110,10 % | 110,90 % | 500 000 | 100 000 | 500 000 | 100 000 | 550 500 CHF | 110 900 CHF | 100,00% | 100,00% |
11/07/2024 | 0,72% | 110,10 % | 110,90 % | 500 000 | 100 000 | 500 000 | 100 000 | 550 500 CHF | 110 900 CHF | 100,00% | 100,00% |
10/07/2024 | 0,72% | 110,00 % | 110,80 % | 500 000 | 100 000 | 500 000 | 100 000 | 550 000 CHF | 110 800 CHF | 100,00% | 100,00% |
09/07/2024 | 0,72% | 109,90 % | 110,70 % | 500 000 | 100 000 | 500 000 | 100 000 | 549 771 CHF | 110 754 CHF | 99,59% | 99,59% |
08/07/2024 | 0,73% | 109,90 % | 110,70 % | 500 000 | 100 000 | 500 000 | 100 000 | 549 497 CHF | 110 699 CHF | 100,00% | 100,00% |
05/07/2024 | 0,73% | 109,60 % | 110,40 % | 500 000 | 100 000 | 500 000 | 100 000 | 548 720 CHF | 110 544 CHF | 100,00% | 100,00% |
04/07/2024 | 0,73% | 109,90 % | 110,70 % | 500 000 | 100 000 | 500 000 | 100 000 | 548 912 CHF | 110 582 CHF | 99,45% | 99,45% |
03/07/2024 | 0,73% | 109,90 % | 110,70 % | 500 000 | 100 000 | 500 000 | 100 000 | 549 484 CHF | 110 697 CHF | 100,00% | 100,00% |