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 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 548 CHF | 501 048 CHF | 99,70% | 99,70% |
15/07/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 838 CHF | 501 338 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 483 CHF | 499 983 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 931 CHF | 500 431 CHF | 99,86% | 99,86% |
10/07/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 020 CHF | 500 520 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 939 CHF | 501 439 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 545 CHF | 501 045 CHF | 100,00% | 100,00% |
05/07/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 800 CHF | 501 300 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 447 CHF | 500 947 CHF | 100,00% | 100,00% |
03/07/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 668 CHF | 501 168 CHF | 100,00% | 100,00% |