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 | 0,31% | 101,30 % | 101,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 958 CHF | 508 508 CHF | 99,78% | 99,78% |
15/07/2024 | 0,30% | 101,30 % | 101,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 003 CHF | 508 551 CHF | 100,00% | 100,00% |
12/07/2024 | 0,30% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 576 CHF | 507 119 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 101,40 % | 101,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 452 CHF | 507 995 CHF | 100,00% | 100,00% |
10/07/2024 | 0,31% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 656 CHF | 507 206 CHF | 100,00% | 100,00% |
09/07/2024 | 0,31% | 101,30 % | 101,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 011 CHF | 508 561 CHF | 100,00% | 100,00% |
08/07/2024 | 0,31% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 880 CHF | 507 429 CHF | 100,00% | 100,00% |
05/07/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 771 CHF | 504 321 CHF | 100,00% | 100,00% |
04/07/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 506 CHF | 506 056 CHF | 99,46% | 99,46% |
03/07/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 995 CHF | 505 545 CHF | 100,00% | 100,00% |