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% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 335 CHF | 504 335 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 092 CHF | 505 092 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 085 CHF | 508 085 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 746 CHF | 506 746 CHF | 100,00% | 100,00% |
10/07/2024 | 0,78% | 102,00 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 005 CHF | 513 005 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 730 CHF | 513 730 CHF | 99,27% | 99,27% |
08/07/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 933 CHF | 513 933 CHF | 100,00% | 100,00% |
05/07/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 266 CHF | 514 266 CHF | 100,00% | 100,00% |
04/07/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 910 CHF | 514 910 CHF | 99,45% | 99,45% |
03/07/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 083 CHF | 515 083 CHF | 100,00% | 100,00% |