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 | 0,48% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 250 CHF | 516 750 CHF | 89,71% | 89,71% |
15/07/2024 | 0,49% | 102,84 % | 103,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 200 CHF | 516 700 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 102,84 % | 103,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 200 CHF | 516 700 CHF | 78,76% | 78,76% |
11/07/2024 | 0,49% | 102,84 % | 103,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 200 CHF | 516 700 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 102,83 % | 103,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 150 CHF | 516 650 CHF | 94,73% | 94,73% |
09/07/2024 | 0,49% | 102,82 % | 103,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 100 CHF | 516 600 CHF | 97,75% | 97,75% |
08/07/2024 | 0,49% | 102,82 % | 103,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 100 CHF | 516 600 CHF | 99,78% | 99,78% |
05/07/2024 | 0,49% | 102,81 % | 103,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 050 CHF | 516 550 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 102,81 % | 103,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 050 CHF | 516 550 CHF | 98,26% | 98,26% |
03/07/2024 | 0,49% | 102,80 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 000 CHF | 516 500 CHF | 100,00% | 100,00% |