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% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 710 CHF | 506 710 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 315 CHF | 506 315 CHF | 98,59% | 98,59% |
12/07/2024 | 0,99% | 100,50 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 443 CHF | 507 443 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 100,50 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 507 500 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 038 CHF | 506 038 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 854 CHF | 505 854 CHF | 99,27% | 99,27% |
08/07/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 376 CHF | 506 376 CHF | 99,99% | 99,99% |
05/07/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 908 CHF | 505 908 CHF | 96,58% | 96,58% |
04/07/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 444 CHF | 505 444 CHF | 99,45% | 99,45% |
03/07/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 314 CHF | 505 314 CHF | 100,00% | 100,00% |