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% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 791 CHF | 503 791 CHF | 100,00% | 100,00% |
15/07/2024 | 0,86% | 101,00 % | 101,80 % | 500 000 | 500 000 | 445 403 | 445 403 | 451 201 CHF | 455 032 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 863 CHF | 509 863 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 498 396 | 498 396 | 504 389 CHF | 508 384 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 922 CHF | 508 922 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 100,80 % | 101,60 % | 500 000 | 500 000 | 481 176 | 481 176 | 485 282 CHF | 489 224 CHF | 99,59% | 99,59% |
08/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 736 CHF | 506 736 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 964 CHF | 503 964 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 364 CHF | 503 364 CHF | 99,45% | 99,45% |
03/07/2024 | 0,79% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 506 500 CHF | 100,00% | 100,00% |