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% | 102,10 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 679 CHF | 511 179 CHF | 99,77% | 99,77% |
15/07/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 360 CHF | 510 860 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 103 CHF | 510 603 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 151 CHF | 510 651 CHF | 100,00% | 100,00% |
10/07/2024 | 0,30% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 367 CHF | 507 867 CHF | 100,00% | 100,00% |
09/07/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 810 CHF | 507 310 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 952 CHF | 506 452 CHF | 100,00% | 100,00% |
05/07/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 211 CHF | 507 711 CHF | 97,13% | 97,13% |
04/07/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 713 CHF | 505 213 CHF | 99,45% | 99,45% |
03/07/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 649 CHF | 508 149 CHF | 100,00% | 100,00% |