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 | 0,78% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 996 CHF | 517 996 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 103,00 % | 103,80 % | 500 000 | 500 000 | 478 459 | 478 459 | 492 666 CHF | 496 599 CHF | 100,00% | 100,00% |
12/07/2024 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 167 CHF | 518 167 CHF | 100,00% | 100,00% |
11/07/2024 | 0,77% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 379 CHF | 518 379 CHF | 100,00% | 100,00% |
10/07/2024 | 0,78% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 640 CHF | 517 640 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 102,70 % | 103,50 % | 500 000 | 500 000 | 481 175 | 481 175 | 494 208 CHF | 498 149 CHF | 99,59% | 99,59% |
08/07/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 500 CHF | 517 500 CHF | 100,00% | 100,00% |
05/07/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 495 CHF | 517 495 CHF | 100,00% | 100,00% |
04/07/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 800 CHF | 516 800 CHF | 99,45% | 99,45% |
03/07/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 674 CHF | 517 674 CHF | 100,00% | 100,00% |