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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,49% | 102,49 % | 102,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 163 CHF | 513 663 CHF | 99,79% | 99,79% |
16/07/2024 | 0,49% | 101,41 % | 101,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 760 CHF | 507 260 CHF | 89,72% | 89,72% |
15/07/2024 | 0,49% | 101,36 % | 101,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 745 CHF | 508 245 CHF | 82,16% | 82,16% |
12/07/2024 | 0,49% | 101,53 % | 102,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 281 CHF | 507 781 CHF | 78,76% | 78,76% |
11/07/2024 | 0,49% | 101,64 % | 102,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 734 CHF | 512 234 CHF | 99,96% | 99,96% |
10/07/2024 | 0,49% | 101,71 % | 102,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 840 CHF | 513 340 CHF | 94,72% | 94,72% |
09/07/2024 | 0,49% | 101,66 % | 102,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 041 CHF | 513 541 CHF | 97,76% | 97,76% |
08/07/2024 | 0,49% | 102,36 % | 102,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 604 CHF | 516 104 CHF | 99,77% | 99,77% |
05/07/2024 | 0,49% | 101,53 % | 102,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 121 CHF | 510 621 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 507 CHF | 508 007 CHF | 98,25% | 98,25% |