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 | 0,29% | 102,70 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 292 CHF | 513 792 CHF | 99,77% | 99,77% |
15/07/2024 | 0,29% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 819 CHF | 513 319 CHF | 100,00% | 100,00% |
12/07/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 108 CHF | 509 608 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 892 CHF | 511 392 CHF | 100,00% | 100,00% |
10/07/2024 | 0,29% | 102,10 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 571 CHF | 511 071 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 102,20 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 932 CHF | 513 432 CHF | 100,00% | 100,00% |
08/07/2024 | 0,29% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 069 CHF | 512 569 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 102,20 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 351 CHF | 512 851 CHF | 97,13% | 97,13% |
04/07/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 889 CHF | 511 389 CHF | 99,45% | 99,45% |
03/07/2024 | 0,29% | 102,10 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 375 CHF | 511 875 CHF | 100,00% | 100,00% |