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 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 537 CHF | 510 037 CHF | 99,37% | 99,37% |
15/07/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 842 CHF | 510 342 CHF | 99,38% | 99,38% |
12/07/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 040 CHF | 509 540 CHF | 90,88% | 90,88% |
11/07/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 648 CHF | 508 148 CHF | 99,38% | 99,38% |
10/07/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 176 CHF | 506 676 CHF | 99,35% | 99,35% |
09/07/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 236 CHF | 507 736 CHF | 67,68% | 67,68% |
08/07/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 110 CHF | 507 610 CHF | 99,37% | 99,37% |
05/07/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 666 CHF | 506 166 CHF | 99,08% | 99,08% |
04/07/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 430 CHF | 505 930 CHF | 98,55% | 98,55% |
03/07/2024 | 0,50% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 502 CHF | 504 002 CHF | 99,34% | 99,34% |