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 | 1,03% | 77,70 % | 78,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 386 731 CHF | 390 731 CHF | 100,00% | 100,00% |
15/07/2024 | 1,02% | 77,40 % | 78,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 390 030 CHF | 394 030 CHF | 100,00% | 100,00% |
12/07/2024 | 1,02% | 78,20 % | 79,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 391 404 CHF | 395 404 CHF | 100,00% | 100,00% |
11/07/2024 | 1,02% | 78,60 % | 79,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 132 CHF | 393 132 CHF | 100,00% | 100,00% |
10/07/2024 | 1,04% | 76,80 % | 77,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 674 CHF | 385 674 CHF | 100,00% | 100,00% |
09/07/2024 | 1,03% | 76,00 % | 76,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 384 688 CHF | 388 688 CHF | 99,58% | 99,58% |
08/07/2024 | 1,05% | 75,90 % | 76,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 380 561 CHF | 384 561 CHF | 100,00% | 100,00% |
05/07/2024 | 1,04% | 76,40 % | 77,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 382 713 CHF | 386 713 CHF | 100,00% | 100,00% |
04/07/2024 | 1,05% | 75,80 % | 76,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 377 936 CHF | 381 936 CHF | 99,45% | 99,45% |
03/07/2024 | 1,06% | 75,10 % | 75,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 375 850 CHF | 379 850 CHF | 100,00% | 100,00% |