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% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 860 CHF | 499 360 CHF | 99,78% | 99,78% |
15/07/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 536 CHF | 503 036 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 932 CHF | 502 432 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 990 CHF | 501 490 CHF | 100,00% | 100,00% |
10/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 390 CHF | 498 890 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 537 CHF | 500 037 CHF | 99,67% | 99,67% |
08/07/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 413 CHF | 498 913 CHF | 100,00% | 100,00% |
05/07/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 998 CHF | 499 498 CHF | 97,13% | 97,13% |
04/07/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 430 CHF | 498 930 CHF | 99,46% | 99,46% |
03/07/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 535 CHF | 498 035 CHF | 100,00% | 100,00% |