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 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 281 CHF | 505 281 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 346 CHF | 506 346 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 492 734 | 501 747 CHF | 498 401 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 199 CHF | 506 199 CHF | 100,00% | 100,00% |
10/07/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 078 CHF | 505 078 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 311 CHF | 504 311 CHF | 99,59% | 99,59% |
08/07/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 610 CHF | 504 610 CHF | 100,00% | 100,00% |
05/07/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 409 CHF | 504 409 CHF | 100,00% | 100,00% |
04/07/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 782 CHF | 501 782 CHF | 99,45% | 99,45% |
03/07/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 499 258 | 495 954 CHF | 499 212 CHF | 100,00% | 100,00% |