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 | 502 201 CHF | 506 201 CHF | 99,83% | 99,83% |
15/07/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 043 CHF | 501 043 CHF | 100,00% | 100,00% |
12/07/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 190 CHF | 503 190 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 850 CHF | 503 850 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 932 CHF | 500 932 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 945 CHF | 501 945 CHF | 99,66% | 99,66% |
08/07/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 116 CHF | 502 116 CHF | 100,00% | 100,00% |
05/07/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 404 CHF | 502 404 CHF | 96,93% | 96,93% |
04/07/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 209 CHF | 501 209 CHF | 99,45% | 99,45% |
03/07/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 177 CHF | 501 177 CHF | 100,00% | 100,00% |