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 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 500 CHF | 508 000 CHF | 99,83% | 99,83% |
15/07/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 000 CHF | 508 500 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 741 CHF | 508 241 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 500 CHF | 508 000 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 145 CHF | 507 645 CHF | 99,52% | 99,52% |
09/07/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 453 CHF | 507 953 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 171 CHF | 507 671 CHF | 100,00% | 100,00% |
05/07/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 408 CHF | 507 908 CHF | 97,13% | 97,13% |
04/07/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 500 CHF | 508 000 CHF | 99,46% | 99,46% |
03/07/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 500 CHF | 508 000 CHF | 100,00% | 100,00% |