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% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 511 500 CHF | 99,83% | 99,83% |
15/07/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 511 500 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 986 CHF | 511 486 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 511 500 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 511 500 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 511 500 CHF | 99,67% | 99,67% |
08/07/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 511 500 CHF | 100,00% | 100,00% |
05/07/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 097 CHF | 511 597 CHF | 97,13% | 97,13% |
04/07/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 205 CHF | 511 705 CHF | 99,45% | 99,45% |
03/07/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 027 CHF | 511 527 CHF | 100,00% | 100,00% |