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 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 572 CHF | 506 072 CHF | 99,78% | 99,78% |
15/07/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 132 CHF | 504 632 CHF | 100,00% | 100,00% |
12/07/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 542 CHF | 505 042 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 018 CHF | 506 518 CHF | 100,00% | 100,00% |
10/07/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 704 CHF | 506 204 CHF | 100,00% | 100,00% |
09/07/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 313 CHF | 505 813 CHF | 100,00% | 100,00% |
08/07/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 005 CHF | 505 505 CHF | 100,00% | 100,00% |
05/07/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 294 CHF | 506 794 CHF | 97,13% | 97,13% |
04/07/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 031 CHF | 507 531 CHF | 99,45% | 99,45% |
03/07/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 786 CHF | 508 286 CHF | 100,00% | 100,00% |