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% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 838 CHF | 506 338 CHF | 99,37% | 99,37% |
15/07/2024 | 0,50% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 640 CHF | 506 140 CHF | 99,37% | 99,37% |
12/07/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 549 CHF | 505 049 CHF | 90,88% | 90,88% |
11/07/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 292 CHF | 503 792 CHF | 99,38% | 99,38% |
10/07/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 780 CHF | 501 280 CHF | 99,35% | 99,35% |
09/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 278 CHF | 500 778 CHF | 67,72% | 67,72% |
08/07/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 238 CHF | 499 738 CHF | 99,37% | 99,37% |
05/07/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 718 CHF | 501 218 CHF | 99,07% | 99,07% |
04/07/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 546 CHF | 499 046 CHF | 98,56% | 98,56% |
03/07/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 283 CHF | 502 783 CHF | 99,34% | 99,34% |