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 | 0,77% | 103,10 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 550 CHF | 519 550 CHF | 99,83% | 99,83% |
15/07/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 337 CHF | 519 337 CHF | 100,00% | 100,00% |
12/07/2024 | 0,97% | 103,10 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 269 CHF | 520 269 CHF | 100,00% | 100,00% |
11/07/2024 | 0,97% | 103,00 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 640 CHF | 519 640 CHF | 100,00% | 100,00% |
10/07/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 311 CHF | 518 311 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 003 CHF | 517 003 CHF | 99,67% | 99,67% |
08/07/2024 | 0,97% | 102,50 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 586 CHF | 517 586 CHF | 100,00% | 100,00% |
05/07/2024 | 0,97% | 102,40 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 047 CHF | 517 047 CHF | 97,13% | 97,13% |
04/07/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 895 CHF | 517 895 CHF | 99,45% | 99,45% |
03/07/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 050 CHF | 517 050 CHF | 100,00% | 100,00% |