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% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 844 CHF | 509 844 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 324 CHF | 510 324 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 285 CHF | 511 285 CHF | 100,00% | 100,00% |
11/07/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 093 CHF | 513 093 CHF | 100,00% | 100,00% |
10/07/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 448 CHF | 516 448 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 964 CHF | 516 964 CHF | 99,59% | 99,59% |
08/07/2024 | 0,77% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 036 CHF | 519 036 CHF | 100,00% | 100,00% |
05/07/2024 | 0,77% | 103,40 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 134 CHF | 522 134 CHF | 100,00% | 100,00% |
04/07/2024 | 0,77% | 103,90 % | 104,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 406 CHF | 523 406 CHF | 99,45% | 99,45% |
03/07/2024 | 0,76% | 104,60 % | 105,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 536 CHF | 526 536 CHF | 100,00% | 100,00% |