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 | 0,64% | 78,80 % | 79,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 391 644 CHF | 394 144 CHF | 89,72% | 89,72% |
15/07/2024 | 0,63% | 78,61 % | 79,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 298 CHF | 395 798 CHF | 100,00% | 100,00% |
12/07/2024 | 0,64% | 77,89 % | 78,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 643 CHF | 390 143 CHF | 78,76% | 78,76% |
11/07/2024 | 0,65% | 76,89 % | 77,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 384 096 CHF | 386 596 CHF | 100,00% | 100,00% |
10/07/2024 | 0,66% | 76,24 % | 76,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 377 468 CHF | 379 968 CHF | 94,73% | 94,73% |
09/07/2024 | 0,66% | 74,93 % | 75,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 375 706 CHF | 378 206 CHF | 97,77% | 97,77% |
08/07/2024 | 0,67% | 74,57 % | 75,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 373 064 CHF | 375 564 CHF | 99,77% | 99,77% |
05/07/2024 | 0,66% | 74,60 % | 75,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 375 469 CHF | 377 969 CHF | 100,00% | 100,00% |
04/07/2024 | 0,67% | 74,57 % | 75,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 371 174 CHF | 373 674 CHF | 98,27% | 98,27% |
03/07/2024 | 0,66% | 75,66 % | 76,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 379 430 CHF | 381 930 CHF | 100,00% | 100,00% |