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% | 103,70 % | 104,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 005 CHF | 522 005 CHF | 100,00% | 100,00% |
15/07/2024 | 0,77% | 103,20 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 299 CHF | 520 299 CHF | 99,70% | 99,70% |
12/07/2024 | 0,97% | 103,10 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 733 CHF | 519 733 CHF | 100,00% | 100,00% |
11/07/2024 | 0,97% | 102,50 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 840 CHF | 517 840 CHF | 100,00% | 100,00% |
10/07/2024 | 0,77% | 103,20 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 509 CHF | 519 509 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 706 CHF | 516 706 CHF | 99,59% | 99,59% |
08/07/2024 | 0,98% | 101,80 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 442 CHF | 514 442 CHF | 100,00% | 100,00% |
05/07/2024 | 0,98% | 101,30 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 574 CHF | 511 574 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 285 CHF | 508 285 CHF | 99,38% | 99,38% |
03/07/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 640 CHF | 510 640 CHF | 100,00% | 100,00% |