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 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 506 000 CHF | 99,37% | 99,37% |
15/07/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 506 000 CHF | 95,92% | 95,92% |
12/07/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 750 CHF | 506 250 CHF | 90,88% | 90,88% |
11/07/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 800 CHF | 506 300 CHF | 99,37% | 99,37% |
10/07/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 250 CHF | 506 750 CHF | 99,35% | 99,35% |
09/07/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 500 CHF | 507 000 CHF | 67,69% | 67,69% |
08/07/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 750 CHF | 507 250 CHF | 99,37% | 99,37% |
05/07/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 750 CHF | 507 250 CHF | 99,07% | 99,07% |
04/07/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 000 CHF | 507 500 CHF | 98,56% | 98,56% |
03/07/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 500 CHF | 508 000 CHF | 99,34% | 99,34% |