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 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 756 CHF | 504 256 CHF | 99,83% | 99,83% |
15/07/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 810 CHF | 502 310 CHF | 100,00% | 100,00% |
12/07/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 650 CHF | 506 150 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 078 CHF | 505 578 CHF | 99,93% | 99,93% |
10/07/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 217 CHF | 502 717 CHF | 99,97% | 99,97% |
09/07/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 097 CHF | 499 597 CHF | 99,64% | 99,64% |
08/07/2024 | 0,30% | 99,80 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 674 CHF | 502 174 CHF | 100,00% | 100,00% |
05/07/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 900 CHF | 502 400 CHF | 100,00% | 100,00% |
04/07/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 136 CHF | 503 636 CHF | 99,45% | 99,45% |
03/07/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 729 CHF | 501 229 CHF | 100,00% | 100,00% |