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 | 0,29% | 102,70 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 500 CHF | 515 000 CHF | 99,83% | 99,83% |
15/07/2024 | 0,29% | 102,70 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 500 CHF | 515 000 CHF | 100,00% | 100,00% |
12/07/2024 | 0,29% | 102,70 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 489 CHF | 514 989 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 102,70 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 500 CHF | 515 000 CHF | 100,00% | 100,00% |
10/07/2024 | 0,29% | 102,70 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 500 CHF | 515 000 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 102,70 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 500 CHF | 515 000 CHF | 100,00% | 100,00% |
08/07/2024 | 0,29% | 102,70 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 500 CHF | 515 000 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 102,80 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 881 CHF | 515 381 CHF | 100,00% | 100,00% |
04/07/2024 | 0,29% | 102,80 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 000 CHF | 515 500 CHF | 99,45% | 99,45% |
03/07/2024 | 0,29% | 102,80 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 000 CHF | 515 500 CHF | 100,00% | 100,00% |