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% | 101,64 % | 102,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 298 CHF | 511 798 CHF | 89,70% | 89,70% |
15/07/2024 | 0,49% | 101,69 % | 102,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 440 CHF | 511 940 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 101,43 % | 101,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 978 CHF | 508 478 CHF | 78,76% | 78,76% |
11/07/2024 | 0,49% | 101,32 % | 101,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 808 CHF | 508 308 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 101,08 % | 101,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 598 CHF | 507 098 CHF | 94,72% | 94,72% |
09/07/2024 | 0,50% | 100,41 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 251 CHF | 505 751 CHF | 97,77% | 97,77% |
08/07/2024 | 0,50% | 100,73 % | 101,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 771 CHF | 506 271 CHF | 99,77% | 99,77% |
05/07/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 554 CHF | 505 054 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 99,83 % | 100,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 395 CHF | 502 895 CHF | 98,26% | 98,26% |
03/07/2024 | 0,50% | 100,17 % | 100,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 638 CHF | 502 138 CHF | 100,00% | 100,00% |