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% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 897 CHF | 516 897 CHF | 99,83% | 99,83% |
15/07/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 033 CHF | 517 033 CHF | 100,00% | 100,00% |
12/07/2024 | 0,97% | 102,50 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 224 CHF | 517 224 CHF | 100,00% | 100,00% |
11/07/2024 | 0,97% | 102,50 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 987 CHF | 516 987 CHF | 100,00% | 100,00% |
10/07/2024 | 0,78% | 102,30 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 214 CHF | 515 214 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 102,30 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 747 CHF | 515 747 CHF | 100,00% | 100,00% |
08/07/2024 | 0,97% | 102,40 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 891 CHF | 516 891 CHF | 100,00% | 100,00% |
05/07/2024 | 0,97% | 102,10 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 319 CHF | 516 319 CHF | 97,13% | 97,13% |
04/07/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 060 CHF | 515 060 CHF | 99,45% | 99,45% |
03/07/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 346 CHF | 515 346 CHF | 100,00% | 100,00% |