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% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 133 CHF | 506 133 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 844 CHF | 507 844 CHF | 100,00% | 100,00% |
12/07/2024 | 0,99% | 100,60 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 615 CHF | 507 615 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 100,50 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 157 CHF | 507 157 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 567 CHF | 505 567 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 645 CHF | 505 645 CHF | 99,27% | 99,27% |
08/07/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 890 CHF | 505 890 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 423 CHF | 505 423 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 524 CHF | 504 524 CHF | 99,45% | 99,45% |
03/07/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 647 CHF | 504 647 CHF | 100,00% | 100,00% |