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% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 236 CHF | 509 736 CHF | 99,83% | 99,83% |
15/07/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 760 CHF | 510 260 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 154 CHF | 509 654 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 207 CHF | 509 707 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 510 CHF | 510 010 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 369 CHF | 510 869 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 796 CHF | 510 296 CHF | 96,64% | 96,64% |
05/07/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 103 CHF | 510 603 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 508 CHF | 511 008 CHF | 99,45% | 99,45% |
03/07/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 683 CHF | 511 183 CHF | 100,00% | 100,00% |