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% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 002 CHF | 508 502 CHF | 99,38% | 99,38% |
15/07/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 020 CHF | 509 520 CHF | 99,37% | 99,37% |
12/07/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 350 CHF | 509 850 CHF | 90,89% | 90,89% |
11/07/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 928 CHF | 509 428 CHF | 99,38% | 99,38% |
10/07/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 571 CHF | 509 071 CHF | 99,35% | 99,35% |
09/07/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 770 CHF | 509 270 CHF | 67,72% | 67,72% |
08/07/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 121 CHF | 508 621 CHF | 99,38% | 99,38% |
05/07/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 823 CHF | 508 323 CHF | 99,07% | 99,07% |
04/07/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 347 CHF | 507 847 CHF | 98,56% | 98,56% |
03/07/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 913 CHF | 506 413 CHF | 99,34% | 99,34% |