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 | 0,29% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 522 CHF | 513 022 CHF | 99,83% | 99,83% |
15/07/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 935 CHF | 513 435 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 113 CHF | 513 613 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 164 CHF | 513 664 CHF | 100,00% | 100,00% |
10/07/2024 | 0,29% | 102,20 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 000 CHF | 512 500 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 056 CHF | 512 556 CHF | 100,00% | 100,00% |
08/07/2024 | 0,29% | 102,20 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 482 CHF | 512 982 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 149 CHF | 513 649 CHF | 97,13% | 97,13% |
04/07/2024 | 0,29% | 102,10 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 576 CHF | 512 076 CHF | 99,45% | 99,45% |
03/07/2024 | 0,29% | 102,30 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 612 CHF | 513 112 CHF | 100,00% | 100,00% |