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 | 0,77% | 103,20 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 875 CHF | 518 875 CHF | 100,00% | 100,00% |
15/07/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 294 CHF | 517 294 CHF | 100,00% | 100,00% |
12/07/2024 | 0,78% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 550 CHF | 513 550 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 959 CHF | 509 959 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 027 CHF | 510 027 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 843 CHF | 513 843 CHF | 99,59% | 99,59% |
08/07/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 263 CHF | 511 263 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 893 CHF | 503 893 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 440 CHF | 506 440 CHF | 99,45% | 99,45% |
03/07/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 245 CHF | 508 245 CHF | 100,00% | 100,00% |