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% | 101,71 % | 102,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 374 CHF | 510 874 CHF | 89,72% | 89,72% |
15/07/2024 | 0,49% | 101,85 % | 102,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 001 CHF | 511 501 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,81 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 724 CHF | 511 224 CHF | 78,76% | 78,76% |
11/07/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 962 CHF | 510 462 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 101,48 % | 101,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 764 CHF | 510 264 CHF | 94,73% | 94,73% |
09/07/2024 | 0,49% | 101,36 % | 101,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 199 CHF | 509 699 CHF | 97,77% | 97,77% |
08/07/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 312 CHF | 509 812 CHF | 99,77% | 99,77% |
05/07/2024 | 0,49% | 101,52 % | 102,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 070 CHF | 509 570 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 101,26 % | 101,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 606 CHF | 509 106 CHF | 98,25% | 98,25% |
03/07/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 329 CHF | 507 829 CHF | 100,00% | 100,00% |