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 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 229 CHF | 504 729 CHF | 99,78% | 99,78% |
15/07/2024 | 0,49% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 148 CHF | 506 648 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 011 CHF | 502 511 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 156 CHF | 501 656 CHF | 100,00% | 100,00% |
10/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 903 CHF | 498 403 CHF | 99,52% | 99,52% |
09/07/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 505 CHF | 499 005 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 699 CHF | 498 199 CHF | 100,00% | 100,00% |
05/07/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 012 CHF | 499 512 CHF | 97,13% | 97,13% |
04/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 278 CHF | 499 778 CHF | 99,45% | 99,45% |
03/07/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 646 CHF | 498 146 CHF | 100,00% | 100,00% |