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% | 102,77 % | 103,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 742 CHF | 513 242 CHF | 89,72% | 89,72% |
15/07/2024 | 0,49% | 102,33 % | 102,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 085 CHF | 514 585 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 103,39 % | 103,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 350 CHF | 516 850 CHF | 78,76% | 78,76% |
11/07/2024 | 0,49% | 102,86 % | 103,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 484 CHF | 512 984 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 101,61 % | 102,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 198 CHF | 508 698 CHF | 94,74% | 94,74% |
09/07/2024 | 0,49% | 100,33 % | 100,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 312 CHF | 506 812 CHF | 97,77% | 97,77% |
08/07/2024 | 0,49% | 102,27 % | 102,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 606 CHF | 515 106 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 103,07 % | 103,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 490 CHF | 520 990 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 103,60 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 815 CHF | 520 315 CHF | 98,26% | 98,26% |
03/07/2024 | 0,48% | 103,50 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 922 CHF | 518 422 CHF | 100,00% | 100,00% |