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 | 0,77% | 103,50 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 547 CHF | 520 547 CHF | 99,77% | 99,77% |
15/07/2024 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 665 CHF | 518 665 CHF | 100,00% | 100,00% |
12/07/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 112 CHF | 516 112 CHF | 100,00% | 100,00% |
11/07/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 983 CHF | 517 983 CHF | 100,00% | 100,00% |
10/07/2024 | 0,78% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 303 CHF | 517 303 CHF | 100,00% | 100,00% |
09/07/2024 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 207 CHF | 519 207 CHF | 100,00% | 100,00% |
08/07/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 457 CHF | 518 457 CHF | 100,00% | 100,00% |
05/07/2024 | 0,77% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 641 CHF | 518 641 CHF | 97,13% | 97,13% |
04/07/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 680 CHF | 517 680 CHF | 99,45% | 99,45% |
03/07/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 739 CHF | 517 739 CHF | 100,00% | 100,00% |