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% | 102,00 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 876 CHF | 510 376 CHF | 99,78% | 99,78% |
15/07/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 080 CHF | 508 580 CHF | 100,00% | 100,00% |
12/07/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 398 CHF | 506 898 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 026 CHF | 508 526 CHF | 99,99% | 99,99% |
10/07/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 746 CHF | 508 246 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 209 CHF | 509 709 CHF | 100,00% | 100,00% |
08/07/2024 | 0,30% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 582 CHF | 509 082 CHF | 100,00% | 100,00% |
05/07/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 480 CHF | 506 980 CHF | 97,13% | 97,13% |
04/07/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 590 CHF | 509 090 CHF | 99,45% | 99,45% |
03/07/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 547 CHF | 510 047 CHF | 100,00% | 100,00% |