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% | 102,00 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 020 CHF | 510 520 CHF | 99,83% | 99,83% |
15/07/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 150 CHF | 510 650 CHF | 100,00% | 100,00% |
12/07/2024 | 0,29% | 102,10 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 822 CHF | 511 322 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 102,10 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 344 CHF | 510 844 CHF | 100,00% | 100,00% |
10/07/2024 | 0,30% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 679 CHF | 509 179 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 889 CHF | 509 389 CHF | 100,00% | 100,00% |
08/07/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 054 CHF | 508 554 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 938 CHF | 509 438 CHF | 97,13% | 97,13% |
04/07/2024 | 0,29% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 867 CHF | 509 367 CHF | 99,45% | 99,45% |
03/07/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 029 CHF | 510 529 CHF | 100,00% | 100,00% |