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 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 896 CHF | 102 696 CHF | 100,00% | 100,00% |
15/07/2024 | 0,78% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 602 CHF | 102 402 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 016 CHF | 101 816 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 937 CHF | 101 737 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 646 CHF | 101 446 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 534 CHF | 101 334 CHF | 99,59% | 99,59% |
08/07/2024 | 0,79% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 468 CHF | 101 268 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 182 CHF | 509 182 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 566 CHF | 101 366 CHF | 99,46% | 99,46% |
03/07/2024 | 0,79% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 584 CHF | 101 384 CHF | 100,00% | 100,00% |