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 | 499 709 | 503 079 CHF | 506 784 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 983 CHF | 506 983 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 068 CHF | 508 068 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 422 CHF | 507 422 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 161 CHF | 506 161 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 006 CHF | 506 006 CHF | 99,27% | 99,27% |
08/07/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 006 CHF | 506 006 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 863 CHF | 504 863 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 628 CHF | 505 628 CHF | 99,45% | 99,45% |
03/07/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 792 CHF | 505 792 CHF | 100,00% | 100,00% |