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 | 0,67% | 74,81 % | 75,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 371 613 CHF | 374 113 CHF | 89,72% | 89,72% |
15/07/2024 | 0,67% | 74,60 % | 75,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 373 016 CHF | 375 516 CHF | 99,99% | 99,99% |
12/07/2024 | 0,68% | 73,83 % | 74,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 367 396 CHF | 369 896 CHF | 78,76% | 78,76% |
11/07/2024 | 0,68% | 72,87 % | 73,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 364 057 CHF | 366 557 CHF | 100,00% | 100,00% |
10/07/2024 | 0,70% | 72,27 % | 72,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 357 587 CHF | 360 087 CHF | 94,72% | 94,72% |
09/07/2024 | 0,70% | 70,95 % | 71,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 355 753 CHF | 358 253 CHF | 97,75% | 97,75% |
08/07/2024 | 0,71% | 70,60 % | 71,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 353 189 CHF | 355 689 CHF | 99,77% | 99,77% |
05/07/2024 | 0,70% | 70,62 % | 71,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 355 558 CHF | 358 058 CHF | 100,00% | 100,00% |
04/07/2024 | 0,71% | 70,60 % | 71,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 351 349 CHF | 353 849 CHF | 98,26% | 98,26% |
03/07/2024 | 0,70% | 71,40 % | 71,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 358 144 CHF | 360 644 CHF | 100,00% | 100,00% |