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 | 0,48% | 105,00 % | 105,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 319 CHF | 526 819 CHF | 99,78% | 99,78% |
15/07/2024 | 0,47% | 104,90 % | 105,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 100 CHF | 527 600 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 105,10 % | 105,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 838 CHF | 528 338 CHF | 100,00% | 100,00% |
11/07/2024 | 0,47% | 105,20 % | 105,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 818 CHF | 528 318 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 104,90 % | 105,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 199 CHF | 526 699 CHF | 100,00% | 100,00% |
09/07/2024 | 0,48% | 104,90 % | 105,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 075 CHF | 526 575 CHF | 99,67% | 99,67% |
08/07/2024 | 0,48% | 104,70 % | 105,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 630 CHF | 526 130 CHF | 100,00% | 100,00% |
05/07/2024 | 0,48% | 104,80 % | 105,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 647 CHF | 526 147 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 104,60 % | 105,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 867 CHF | 525 367 CHF | 99,46% | 99,46% |
03/07/2024 | 0,48% | 104,40 % | 104,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 948 CHF | 524 448 CHF | 100,00% | 100,00% |