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 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 844 CHF | 502 844 CHF | 99,78% | 99,78% |
15/07/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 741 CHF | 502 741 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 834 CHF | 500 834 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 424 CHF | 501 424 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 942 CHF | 499 942 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 110 CHF | 501 110 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 608 CHF | 499 608 CHF | 100,00% | 100,00% |
05/07/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 702 CHF | 496 702 CHF | 97,13% | 97,13% |
04/07/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 356 CHF | 498 356 CHF | 99,45% | 99,45% |
03/07/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 385 CHF | 497 385 CHF | 100,00% | 100,00% |