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% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 804 CHF | 506 304 CHF | 99,86% | 99,86% |
15/07/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 666 CHF | 507 166 CHF | 99,93% | 99,93% |
12/07/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 860 CHF | 506 360 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 216 CHF | 506 716 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 965 CHF | 506 465 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 232 CHF | 506 732 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 684 CHF | 507 184 CHF | 100,00% | 100,00% |
05/07/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 752 CHF | 507 252 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 064 CHF | 506 564 CHF | 100,00% | 100,00% |
03/07/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 870 CHF | 507 370 CHF | 100,00% | 100,00% |