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% | 103,30 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 816 CHF | 518 816 CHF | 100,00% | 100,00% |
15/07/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 871 CHF | 519 871 CHF | 100,00% | 100,00% |
12/07/2024 | 0,78% | 103,10 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 300 CHF | 517 300 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 354 CHF | 510 354 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 502 CHF | 509 502 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 318 CHF | 510 318 CHF | 99,28% | 99,28% |
08/07/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 259 CHF | 509 259 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 517 CHF | 508 517 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 264 CHF | 506 264 CHF | 99,45% | 99,45% |
03/07/2024 | 0,80% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 817 CHF | 504 817 CHF | 100,00% | 100,00% |