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% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 500 CHF | 508 500 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 289 CHF | 509 289 CHF | 99,70% | 99,70% |
12/07/2024 | 0,99% | 100,90 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 500 CHF | 509 500 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 101,00 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 000 CHF | 510 000 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 500 CHF | 508 500 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 500 CHF | 508 500 CHF | 99,59% | 99,59% |
08/07/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 509 000 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 100,60 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 000 CHF | 508 000 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 239 CHF | 508 239 CHF | 99,38% | 99,38% |
03/07/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 499 CHF | 508 499 CHF | 100,00% | 100,00% |