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 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 293 CHF | 511 293 CHF | 99,78% | 99,78% |
15/07/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 594 CHF | 509 594 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 705 CHF | 503 705 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 714 CHF | 500 714 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 526 CHF | 500 526 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 499 966 | 495 767 CHF | 499 733 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 995 CHF | 499 995 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 004 CHF | 500 004 CHF | 100,00% | 100,00% |
04/07/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 019 CHF | 498 019 CHF | 99,46% | 99,46% |
03/07/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 061 CHF | 498 061 CHF | 100,00% | 100,00% |