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% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 821 CHF | 509 321 CHF | 99,86% | 99,86% |
15/07/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 336 CHF | 509 836 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 053 CHF | 509 553 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 984 CHF | 509 484 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 178 CHF | 509 678 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 266 CHF | 509 766 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 504 CHF | 510 004 CHF | 100,00% | 100,00% |
05/07/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 260 CHF | 509 760 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 251 CHF | 509 751 CHF | 100,00% | 100,00% |
03/07/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 180 CHF | 509 680 CHF | 100,00% | 100,00% |