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 | 0,83% | 119,50 % | 120,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 596 394 CHF | 601 394 CHF | 100,00% | 100,00% |
15/07/2024 | 0,66% | 120,00 % | 120,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 599 780 CHF | 603 780 CHF | 99,99% | 99,99% |
12/07/2024 | 0,66% | 120,20 % | 121,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 600 034 CHF | 604 034 CHF | 100,00% | 100,00% |
11/07/2024 | 0,83% | 119,60 % | 120,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 599 050 CHF | 604 050 CHF | 100,00% | 100,00% |
10/07/2024 | 0,83% | 119,50 % | 120,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 596 672 CHF | 601 672 CHF | 100,00% | 100,00% |
09/07/2024 | 0,67% | 118,60 % | 119,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 595 138 CHF | 599 138 CHF | 99,58% | 99,58% |
08/07/2024 | 0,66% | 120,20 % | 121,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 604 939 CHF | 608 939 CHF | 100,00% | 100,00% |
05/07/2024 | 0,66% | 120,80 % | 121,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 606 032 CHF | 610 032 CHF | 100,00% | 100,00% |
04/07/2024 | 0,65% | 121,90 % | 122,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 609 354 CHF | 613 354 CHF | 99,45% | 99,45% |
03/07/2024 | 0,66% | 120,80 % | 121,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 603 917 CHF | 607 917 CHF | 100,00% | 100,00% |