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% | 100,60 % | 100,91 % | 500 000 | 100 000 | 500 000 | 100 000 | 503 000 CHF | 100 910 CHF | 99,83% | 99,83% |
15/07/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 100 000 | 500 000 | 100 000 | 503 000 CHF | 100 910 CHF | 100,00% | 100,00% |
12/07/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 505 043 CHF | 100,00% | 100,00% |
11/07/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 505 042 CHF | 99,36% | 99,36% |
10/07/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 505 050 CHF | 100,00% | 100,00% |
09/07/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 505 550 CHF | 100,00% | 100,00% |
08/07/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 505 548 CHF | 100,00% | 100,00% |
05/07/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 500 CHF | 506 050 CHF | 97,13% | 97,13% |
04/07/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 500 CHF | 506 050 CHF | 99,20% | 99,20% |
03/07/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 500 CHF | 506 050 CHF | 100,00% | 100,00% |