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% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 645 CHF | 503 195 CHF | 99,83% | 99,83% |
15/07/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 393 CHF | 503 940 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 994 CHF | 504 494 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 763 CHF | 504 263 CHF | 100,00% | 100,00% |
10/07/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 134 CHF | 502 684 CHF | 100,00% | 100,00% |
09/07/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 254 CHF | 502 804 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 576 CHF | 502 076 CHF | 100,00% | 100,00% |
05/07/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 979 CHF | 501 479 CHF | 97,13% | 97,13% |
04/07/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 850 CHF | 501 400 CHF | 99,45% | 99,45% |
03/07/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 462 CHF | 503 012 CHF | 100,00% | 100,00% |