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% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 220 CHF | 498 720 CHF | 99,78% | 99,78% |
15/07/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 411 CHF | 500 911 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 699 CHF | 500 199 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 425 CHF | 499 925 CHF | 99,99% | 99,99% |
10/07/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 060 CHF | 501 560 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 146 CHF | 502 646 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 345 CHF | 501 845 CHF | 96,64% | 96,64% |
05/07/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 052 CHF | 502 552 CHF | 97,13% | 97,13% |
04/07/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 889 CHF | 503 389 CHF | 99,46% | 99,46% |
03/07/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 028 CHF | 503 528 CHF | 100,00% | 100,00% |