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 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 246 CHF | 497 246 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 172 CHF | 503 172 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 299 CHF | 506 299 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 277 CHF | 509 277 CHF | 100,00% | 100,00% |
10/07/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 193 CHF | 505 193 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 558 CHF | 502 558 CHF | 99,59% | 99,59% |
08/07/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 448 CHF | 500 448 CHF | 100,00% | 100,00% |
05/07/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 970 CHF | 504 970 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 776 CHF | 506 776 CHF | 99,45% | 99,45% |
03/07/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 257 CHF | 507 257 CHF | 100,00% | 100,00% |