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% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 276 CHF | 502 776 CHF | 99,78% | 99,78% |
15/07/2024 | 0,30% | 99,60 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 439 CHF | 499 939 CHF | 100,00% | 100,00% |
12/07/2024 | 0,30% | 99,90 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 925 CHF | 500 425 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 99,80 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 590 CHF | 500 090 CHF | 99,99% | 99,99% |
10/07/2024 | 0,30% | 99,60 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 380 CHF | 498 880 CHF | 100,00% | 100,00% |
09/07/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 368 CHF | 497 868 CHF | 100,00% | 100,00% |
08/07/2024 | 0,30% | 99,60 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 105 CHF | 499 605 CHF | 100,00% | 100,00% |
05/07/2024 | 0,30% | 99,30 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 586 CHF | 499 086 CHF | 97,13% | 97,13% |
04/07/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 651 CHF | 498 151 CHF | 99,45% | 99,45% |
03/07/2024 | 0,30% | 98,90 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 935 CHF | 496 435 CHF | 100,00% | 100,00% |