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% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 364 CHF | 505 364 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 278 CHF | 506 278 CHF | 100,00% | 100,00% |
12/07/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 885 CHF | 505 885 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 537 CHF | 503 537 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 657 CHF | 504 657 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 425 CHF | 505 425 CHF | 99,59% | 99,59% |
08/07/2024 | 1,00% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 861 CHF | 504 861 CHF | 100,00% | 100,00% |
05/07/2024 | 1,00% | 99,90 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 570 CHF | 504 570 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 891 CHF | 503 891 CHF | 99,45% | 99,45% |
03/07/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 973 CHF | 502 973 CHF | 100,00% | 100,00% |