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 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 893 CHF | 501 893 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 010 CHF | 506 010 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 728 CHF | 507 728 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 615 CHF | 506 615 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 970 CHF | 502 970 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 110 CHF | 504 110 CHF | 99,58% | 99,58% |
08/07/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 035 CHF | 503 035 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 902 CHF | 502 902 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 857 CHF | 501 857 CHF | 99,45% | 99,45% |
03/07/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 691 CHF | 498 691 CHF | 100,00% | 100,00% |