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 | 0,31% | 101,10 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 873 CHF | 506 423 CHF | 99,83% | 99,83% |
15/07/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 538 CHF | 507 086 CHF | 100,00% | 100,00% |
12/07/2024 | 0,30% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 580 CHF | 507 123 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 101,30 % | 101,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 755 CHF | 507 298 CHF | 100,00% | 100,00% |
10/07/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 493 CHF | 506 043 CHF | 100,00% | 100,00% |
09/07/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 806 CHF | 506 356 CHF | 100,00% | 100,00% |
08/07/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 716 CHF | 505 265 CHF | 100,00% | 100,00% |
05/07/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 351 CHF | 505 901 CHF | 97,13% | 97,13% |
04/07/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 990 CHF | 505 540 CHF | 99,45% | 99,45% |
03/07/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 426 CHF | 505 976 CHF | 100,00% | 100,00% |