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 | 0,80% | 100,60 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 750 CHF | 506 800 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 100,60 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 896 CHF | 506 944 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,40 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 952 CHF | 505 995 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 100,60 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 574 CHF | 506 616 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 100,20 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 677 CHF | 504 727 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 100,20 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 028 CHF | 505 078 CHF | 99,27% | 99,27% |
08/07/2024 | 0,80% | 100,20 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 627 CHF | 505 676 CHF | 100,00% | 100,00% |
05/07/2024 | 0,81% | 100,20 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 027 CHF | 505 077 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,30 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 467 CHF | 505 517 CHF | 99,45% | 99,45% |
03/07/2024 | 0,80% | 100,30 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 332 CHF | 505 382 CHF | 100,00% | 100,00% |