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 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 100 CHF | 506 100 CHF | 99,99% | 99,99% |
15/07/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 450 CHF | 506 450 CHF | 99,99% | 99,99% |
12/07/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 506 500 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 512 CHF | 506 512 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 308 CHF | 506 308 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 992 CHF | 505 992 CHF | 99,59% | 99,59% |
08/07/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 497 CHF | 506 497 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 500 CHF | 505 500 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 199 CHF | 505 199 CHF | 99,46% | 99,46% |
03/07/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 924 CHF | 511 924 CHF | 100,00% | 100,00% |