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% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 000 CHF | 514 500 CHF | 99,83% | 99,83% |
15/07/2024 | 0,29% | 102,80 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 913 CHF | 515 413 CHF | 100,00% | 100,00% |
12/07/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 061 CHF | 516 561 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 102,70 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 865 CHF | 515 365 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 029 CHF | 515 529 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 102,90 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 066 CHF | 515 566 CHF | 100,00% | 100,00% |
08/07/2024 | 0,29% | 102,80 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 306 CHF | 515 806 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 102,80 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 007 CHF | 515 507 CHF | 97,13% | 97,13% |
04/07/2024 | 0,49% | 102,80 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 930 CHF | 516 430 CHF | 99,45% | 99,45% |
03/07/2024 | 0,49% | 102,70 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 768 CHF | 516 268 CHF | 100,00% | 100,00% |