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 | 0,31% | 99,90 % | 100,21 % | 500 000 | 100 000 | 500 000 | 100 000 | 498 933 CHF | 100 097 CHF | 99,83% | 99,83% |
15/07/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 100 000 | 500 000 | 100 000 | 498 542 CHF | 100 018 CHF | 100,00% | 100,00% |
12/07/2024 | 0,31% | 99,60 % | 99,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 712 CHF | 499 255 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 294 CHF | 501 794 CHF | 100,00% | 100,00% |
10/07/2024 | 0,31% | 99,80 % | 100,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 340 CHF | 497 890 CHF | 100,00% | 100,00% |
09/07/2024 | 0,31% | 99,00 % | 99,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 341 CHF | 495 891 CHF | 99,67% | 99,67% |
08/07/2024 | 0,31% | 99,00 % | 99,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 557 CHF | 498 106 CHF | 100,00% | 100,00% |
05/07/2024 | 0,31% | 99,30 % | 99,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 543 CHF | 498 093 CHF | 97,11% | 97,11% |
04/07/2024 | 0,31% | 99,40 % | 99,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 321 CHF | 497 871 CHF | 99,45% | 99,45% |
03/07/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 418 CHF | 498 968 CHF | 100,00% | 100,00% |