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% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 679 CHF | 501 179 CHF | 99,38% | 99,38% |
15/07/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 433 CHF | 500 933 CHF | 99,37% | 99,37% |
12/07/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 157 CHF | 500 657 CHF | 90,89% | 90,89% |
11/07/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 952 CHF | 500 452 CHF | 99,37% | 99,37% |
10/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 318 CHF | 499 818 CHF | 99,36% | 99,36% |
09/07/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 340 CHF | 499 840 CHF | 67,72% | 67,72% |
08/07/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 220 CHF | 499 720 CHF | 99,37% | 99,37% |
05/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 710 CHF | 500 210 CHF | 99,08% | 99,08% |
04/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 270 CHF | 499 770 CHF | 98,56% | 98,56% |
03/07/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 404 CHF | 500 904 CHF | 99,34% | 99,34% |