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 | 0,29% | 102,90 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 503 CHF | 516 003 CHF | 99,77% | 99,77% |
15/07/2024 | 0,29% | 102,90 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 857 CHF | 516 357 CHF | 100,00% | 100,00% |
12/07/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 880 CHF | 516 380 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 487 CHF | 515 987 CHF | 100,00% | 100,00% |
10/07/2024 | 0,29% | 102,90 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 784 CHF | 516 284 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 342 CHF | 516 842 CHF | 100,00% | 100,00% |
08/07/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 000 CHF | 516 500 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 051 CHF | 516 551 CHF | 97,13% | 97,13% |
04/07/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 995 CHF | 516 495 CHF | 99,45% | 99,45% |
03/07/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 798 CHF | 516 298 CHF | 100,00% | 100,00% |