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 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 775 CHF | 505 275 CHF | 99,83% | 99,83% |
15/07/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 776 CHF | 506 276 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 061 CHF | 506 561 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 879 CHF | 506 379 CHF | 100,00% | 100,00% |
10/07/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 186 CHF | 504 686 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 833 CHF | 505 333 CHF | 99,67% | 99,67% |
08/07/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 855 CHF | 505 355 CHF | 100,00% | 100,00% |
05/07/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 544 CHF | 504 044 CHF | 97,13% | 97,13% |
04/07/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 607 CHF | 505 107 CHF | 99,45% | 99,45% |
03/07/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 942 CHF | 505 442 CHF | 100,00% | 100,00% |