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% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 532 CHF | 512 532 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 845 CHF | 510 845 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 433 CHF | 508 433 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 922 CHF | 506 922 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 947 CHF | 502 947 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 784 CHF | 500 784 CHF | 99,59% | 99,59% |
08/07/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 499 900 | 493 437 CHF | 497 338 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 120 CHF | 501 120 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 212 CHF | 504 212 CHF | 99,45% | 99,45% |
03/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 436 CHF | 506 436 CHF | 100,00% | 100,00% |