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 | 0,75% | 107,30 % | 108,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 680 CHF | 538 680 CHF | 100,00% | 100,00% |
15/07/2024 | 0,74% | 107,80 % | 108,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 893 CHF | 545 893 CHF | 100,00% | 100,00% |
12/07/2024 | 0,92% | 107,90 % | 108,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 702 CHF | 543 702 CHF | 100,00% | 100,00% |
11/07/2024 | 0,93% | 107,40 % | 108,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 405 CHF | 542 405 CHF | 100,00% | 100,00% |
10/07/2024 | 0,75% | 106,70 % | 107,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 794 CHF | 533 794 CHF | 100,00% | 100,00% |
09/07/2024 | 0,76% | 105,20 % | 106,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 506 CHF | 531 506 CHF | 99,59% | 99,59% |
08/07/2024 | 0,94% | 105,30 % | 106,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 853 CHF | 532 853 CHF | 100,00% | 100,00% |
05/07/2024 | 0,94% | 105,00 % | 106,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 991 CHF | 531 991 CHF | 100,00% | 100,00% |
04/07/2024 | 0,76% | 105,60 % | 106,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 285 CHF | 531 285 CHF | 99,45% | 99,45% |
03/07/2024 | 0,76% | 105,30 % | 106,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 685 CHF | 529 685 CHF | 100,00% | 100,00% |