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% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 000 CHF | 511 000 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 000 CHF | 511 000 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 500 CHF | 510 500 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 503 CHF | 510 503 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 075 CHF | 510 075 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 000 CHF | 510 000 CHF | 99,59% | 99,59% |
08/07/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 000 CHF | 510 000 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 000 CHF | 510 000 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 000 CHF | 510 000 CHF | 99,46% | 99,46% |
03/07/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 838 CHF | 509 838 CHF | 100,00% | 100,00% |