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 | 1,00% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 486 CHF | 503 486 CHF | 99,99% | 99,99% |
15/07/2024 | 0,99% | 99,90 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 171 CHF | 507 171 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 018 CHF | 510 018 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 865 CHF | 505 865 CHF | 100,00% | 100,00% |
10/07/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 662 CHF | 502 662 CHF | 100,00% | 100,00% |
09/07/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 963 CHF | 506 963 CHF | 99,28% | 99,28% |
08/07/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 662 CHF | 505 662 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 667 CHF | 504 667 CHF | 100,00% | 100,00% |
04/07/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 620 CHF | 507 620 CHF | 99,45% | 99,45% |
03/07/2024 | 0,99% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 379 CHF | 507 379 CHF | 100,00% | 100,00% |