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% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 697 CHF | 504 697 CHF | 99,83% | 99,83% |
15/07/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 847 CHF | 504 847 CHF | 100,00% | 100,00% |
12/07/2024 | 0,99% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 035 CHF | 505 035 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 426 CHF | 505 426 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 551 CHF | 503 551 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 499 941 | 499 370 CHF | 503 310 CHF | 100,00% | 100,00% |
08/07/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 558 CHF | 503 558 CHF | 100,00% | 100,00% |
05/07/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 470 CHF | 503 470 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 244 CHF | 503 244 CHF | 99,45% | 99,45% |
03/07/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 970 CHF | 502 970 CHF | 100,00% | 100,00% |