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% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 801 CHF | 508 301 CHF | 99,38% | 99,38% |
15/07/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 201 CHF | 508 701 CHF | 99,37% | 99,37% |
12/07/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 178 CHF | 508 678 CHF | 90,88% | 90,88% |
11/07/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 172 CHF | 508 672 CHF | 99,37% | 99,37% |
10/07/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 916 CHF | 508 416 CHF | 99,35% | 99,35% |
09/07/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 219 CHF | 508 719 CHF | 67,72% | 67,72% |
08/07/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 211 CHF | 508 711 CHF | 99,37% | 99,37% |
05/07/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 462 CHF | 508 962 CHF | 99,07% | 99,07% |
04/07/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 645 CHF | 509 145 CHF | 98,55% | 98,55% |
03/07/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 552 CHF | 509 052 CHF | 99,34% | 99,34% |