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 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 571 CHF | 511 571 CHF | 100,00% | 100,00% |
15/07/2024 | 0,78% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 909 CHF | 511 909 CHF | 100,00% | 100,00% |
12/07/2024 | 0,98% | 101,50 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 257 CHF | 512 257 CHF | 100,00% | 100,00% |
11/07/2024 | 0,98% | 101,60 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 005 CHF | 513 005 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 210 CHF | 510 210 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 490 CHF | 510 490 CHF | 99,27% | 99,27% |
08/07/2024 | 0,98% | 101,30 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 597 CHF | 511 597 CHF | 100,00% | 100,00% |
05/07/2024 | 0,98% | 101,10 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 644 CHF | 510 644 CHF | 100,00% | 100,00% |
04/07/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 803 CHF | 511 803 CHF | 99,45% | 99,45% |
03/07/2024 | 0,78% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 904 CHF | 511 904 CHF | 100,00% | 100,00% |