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% | 101,64 % | 102,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 112 CHF | 510 612 CHF | 89,72% | 89,72% |
15/07/2024 | 0,49% | 101,67 % | 102,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 630 CHF | 511 130 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 385 CHF | 510 885 CHF | 78,49% | 78,49% |
11/07/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 959 CHF | 510 459 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 101,61 % | 102,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 188 CHF | 510 688 CHF | 94,72% | 94,72% |
09/07/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 496 CHF | 510 996 CHF | 97,75% | 97,75% |
08/07/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 696 CHF | 511 196 CHF | 99,79% | 99,79% |
05/07/2024 | 0,49% | 101,71 % | 102,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 568 CHF | 511 068 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 101,72 % | 102,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 614 CHF | 511 114 CHF | 98,26% | 98,26% |
03/07/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 588 CHF | 511 088 CHF | 100,00% | 100,00% |