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% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 843 CHF | 502 343 CHF | 99,38% | 99,38% |
15/07/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 771 CHF | 503 271 CHF | 99,37% | 99,37% |
12/07/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 806 CHF | 503 306 CHF | 90,89% | 90,89% |
11/07/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 184 CHF | 501 684 CHF | 99,38% | 99,38% |
10/07/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 753 CHF | 499 253 CHF | 99,36% | 99,36% |
09/07/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 661 CHF | 501 161 CHF | 67,72% | 67,72% |
08/07/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 808 CHF | 500 308 CHF | 99,38% | 99,38% |
05/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 485 CHF | 500 985 CHF | 99,08% | 99,08% |
04/07/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 850 CHF | 500 350 CHF | 98,56% | 98,56% |
03/07/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 499 890 | 497 101 CHF | 499 491 CHF | 99,34% | 99,34% |