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% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 524 CHF | 502 524 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 526 CHF | 501 526 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 776 CHF | 501 776 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 499 883 | 499 883 | 498 047 CHF | 502 046 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,60 % | 100,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 708 CHF | 250 708 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,50 % | 100,30 % | 250 000 | 250 000 | 450 807 | 450 807 | 448 779 CHF | 452 386 CHF | 99,59% | 99,59% |
08/07/2024 | 0,80% | 99,60 % | 100,40 % | 250 000 | 250 000 | 286 420 | 286 420 | 285 095 CHF | 287 386 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 99,00 % | 99,80 % | 250 000 | 250 000 | 250 044 | 250 044 | 247 716 CHF | 249 717 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 99,50 % | 100,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 877 CHF | 250 877 CHF | 99,46% | 99,46% |
03/07/2024 | 0,80% | 99,50 % | 100,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 650 CHF | 250 650 CHF | 100,00% | 100,00% |