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% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 486 CHF | 506 986 CHF | 99,37% | 99,37% |
15/07/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 426 CHF | 506 926 CHF | 99,37% | 99,37% |
12/07/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 999 CHF | 506 499 CHF | 90,88% | 90,88% |
11/07/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 506 000 CHF | 99,37% | 99,37% |
10/07/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 781 CHF | 505 281 CHF | 99,35% | 99,35% |
09/07/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 813 CHF | 505 313 CHF | 67,68% | 67,68% |
08/07/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 368 CHF | 504 868 CHF | 99,38% | 99,38% |
05/07/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 844 CHF | 505 344 CHF | 99,08% | 99,08% |
04/07/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 273 CHF | 504 773 CHF | 98,56% | 98,56% |
03/07/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 015 CHF | 506 515 CHF | 99,34% | 99,34% |