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% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 503 CHF | 506 053 CHF | 99,83% | 99,83% |
15/07/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 360 CHF | 505 908 CHF | 100,00% | 100,00% |
12/07/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 700 CHF | 506 243 CHF | 100,00% | 100,00% |
11/07/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 533 CHF | 506 075 CHF | 100,00% | 100,00% |
10/07/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 669 CHF | 505 219 CHF | 100,00% | 100,00% |
09/07/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 222 CHF | 505 772 CHF | 100,00% | 100,00% |
08/07/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 449 CHF | 505 998 CHF | 100,00% | 100,00% |
05/07/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 778 CHF | 503 328 CHF | 97,13% | 97,13% |
04/07/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 317 CHF | 505 867 CHF | 99,45% | 99,45% |
03/07/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 399 CHF | 505 949 CHF | 100,00% | 100,00% |