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 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 281 CHF | 508 281 CHF | 99,83% | 99,83% |
15/07/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 884 CHF | 508 884 CHF | 100,00% | 100,00% |
12/07/2024 | 0,99% | 101,00 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 784 CHF | 509 784 CHF | 100,00% | 100,00% |
11/07/2024 | 0,98% | 101,00 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 242 CHF | 510 242 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 040 CHF | 509 040 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 476 CHF | 509 476 CHF | 100,00% | 100,00% |
08/07/2024 | 0,99% | 100,90 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 430 CHF | 509 430 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 999 CHF | 508 999 CHF | 97,13% | 97,13% |
04/07/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 685 CHF | 508 685 CHF | 99,46% | 99,46% |
03/07/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 243 CHF | 509 243 CHF | 100,00% | 100,00% |