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 | 0,80% | 99,60 % | 100,40 % | 4 000 000 | 100 000 | 1 185 640 | 29 641 | 1 180 900 CHF | 29 760 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 99,60 % | 100,40 % | 4 000 000 | 100 000 | 1 156 850 | 28 921 | 1 152 160 CHF | 29 039 CHF | 100,00% | 100,00% |
12/07/2024 | 1,02% | 99,50 % | 100,50 % | 4 000 000 | 100 000 | 1 175 350 | 29 384 | 1 169 450 CHF | 29 531 CHF | 100,00% | 100,00% |
11/07/2024 | 1,01% | 99,60 % | 100,60 % | 4 000 000 | 100 000 | 1 180 760 | 29 519 | 1 176 020 CHF | 29 696 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,80 % | 100,60 % | 4 000 000 | 100 000 | 1 185 520 | 29 638 | 1 183 150 CHF | 29 816 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 99,70 % | 100,50 % | 4 000 000 | 100 000 | 1 168 750 | 29 219 | 1 165 220 CHF | 29 366 CHF | 98,95% | 98,95% |
08/07/2024 | 1,01% | 99,60 % | 100,60 % | 4 000 000 | 100 000 | 1 177 220 | 29 430 | 1 172 490 CHF | 29 608 CHF | 100,00% | 100,00% |
05/07/2024 | 1,00% | 99,70 % | 100,70 % | 4 000 000 | 100 000 | 1 184 890 | 29 622 | 1 181 340 CHF | 29 830 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 99,50 % | 100,30 % | 400 000 | 10 000 | 399 531 | 9 988 | 397 533 CHF | 10 018 CHF | 99,45% | 99,45% |
03/07/2024 | 0,83% | 99,70 % | 100,50 % | 4 000 000 | 100 000 | 537 792 | 29 233 | 536 101 CHF | 29 366 CHF | 99,97% | 99,97% |