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 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 123 CHF | 508 623 CHF | 99,83% | 99,83% |
15/07/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 738 CHF | 509 238 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 475 CHF | 508 975 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 905 CHF | 509 405 CHF | 99,99% | 99,99% |
10/07/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 471 CHF | 508 971 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 353 CHF | 508 853 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 390 CHF | 508 890 CHF | 100,00% | 100,00% |
05/07/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 265 CHF | 505 765 CHF | 97,13% | 97,13% |
04/07/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 455 CHF | 508 955 CHF | 99,45% | 99,45% |
03/07/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 807 CHF | 508 307 CHF | 100,00% | 100,00% |