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 | 0,40% | 100,80 % | 101,20 % | 500 000 | 500 000 | 499 378 | 499 378 | 503 152 CHF | 505 150 CHF | 100,00% | 100,00% |
15/07/2024 | 0,40% | 100,80 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 011 CHF | 506 011 CHF | 100,00% | 100,00% |
12/07/2024 | 0,40% | 100,80 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 963 CHF | 505 963 CHF | 100,00% | 100,00% |
11/07/2024 | 0,40% | 100,80 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 506 000 CHF | 100,00% | 100,00% |
10/07/2024 | 0,40% | 100,80 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 506 000 CHF | 100,00% | 100,00% |
09/07/2024 | 0,40% | 100,80 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 506 000 CHF | 100,00% | 100,00% |
08/07/2024 | 0,40% | 100,80 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 506 000 CHF | 100,00% | 100,00% |
05/07/2024 | 0,40% | 100,70 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 736 CHF | 505 736 CHF | 100,00% | 100,00% |
04/07/2024 | 0,40% | 100,70 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 855 CHF | 505 855 CHF | 99,46% | 99,46% |
03/07/2024 | 0,40% | 100,70 % | 101,10 % | 500 000 | 500 000 | 500 000 | 499 991 | 503 457 CHF | 505 447 CHF | 100,00% | 100,00% |