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% | 102,00 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 149 CHF | 513 149 CHF | 99,83% | 99,83% |
15/07/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 053 CHF | 512 053 CHF | 99,99% | 99,99% |
12/07/2024 | 0,79% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 764 CHF | 510 764 CHF | 100,00% | 100,00% |
11/07/2024 | 0,78% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 967 CHF | 511 967 CHF | 100,00% | 100,00% |
10/07/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 925 CHF | 511 925 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 969 CHF | 512 969 CHF | 100,00% | 100,00% |
08/07/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 642 CHF | 512 642 CHF | 100,00% | 100,00% |
05/07/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 094 CHF | 513 094 CHF | 97,13% | 97,13% |
04/07/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 520 CHF | 513 520 CHF | 99,45% | 99,45% |
03/07/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 497 073 | 493 509 | 505 899 CHF | 506 219 CHF | 100,00% | 100,00% |