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 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 473 CHF | 501 473 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 620 CHF | 501 620 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 130 CHF | 500 130 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 124 CHF | 496 124 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 651 CHF | 496 651 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 957 CHF | 502 957 CHF | 99,59% | 99,59% |
08/07/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 460 CHF | 500 460 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 441 CHF | 502 441 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 676 CHF | 505 676 CHF | 99,46% | 99,46% |
03/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 482 CHF | 506 482 CHF | 100,00% | 100,00% |