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 | 0,49% | 100,78 % | 101,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 900 CHF | 506 400 CHF | 89,72% | 89,72% |
15/07/2024 | 0,49% | 100,78 % | 101,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 900 CHF | 506 400 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 100,77 % | 101,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 850 CHF | 506 350 CHF | 78,75% | 78,75% |
11/07/2024 | 0,49% | 100,77 % | 101,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 850 CHF | 506 350 CHF | 100,00% | 100,00% |
10/07/2024 | 0,50% | 100,76 % | 101,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 800 CHF | 506 300 CHF | 94,74% | 94,74% |
09/07/2024 | 0,50% | 100,76 % | 101,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 800 CHF | 506 300 CHF | 97,77% | 97,77% |
08/07/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 750 CHF | 506 250 CHF | 99,76% | 99,76% |
05/07/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 750 CHF | 506 250 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 750 CHF | 506 250 CHF | 98,25% | 98,25% |
03/07/2024 | 0,50% | 100,73 % | 101,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 650 CHF | 506 150 CHF | 100,00% | 100,00% |