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 | 0,90% | 88,90 % | 89,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 433 CHF | 446 433 CHF | 100,00% | 100,00% |
15/07/2024 | 0,90% | 88,20 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 814 CHF | 445 814 CHF | 100,00% | 100,00% |
12/07/2024 | 0,84% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 501 CHF | 480 501 CHF | 100,00% | 100,00% |
11/07/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 499 906 | 500 000 | 474 129 CHF | 478 218 CHF | 100,00% | 100,00% |
10/07/2024 | 0,85% | 93,70 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 629 CHF | 470 629 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 92,90 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 857 CHF | 471 857 CHF | 99,58% | 99,58% |
08/07/2024 | 0,85% | 93,50 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 513 CHF | 472 513 CHF | 100,00% | 100,00% |
05/07/2024 | 0,85% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 913 CHF | 473 913 CHF | 100,00% | 100,00% |
04/07/2024 | 0,85% | 93,50 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 475 CHF | 470 475 CHF | 99,46% | 99,46% |
03/07/2024 | 0,85% | 93,60 % | 94,40 % | 500 000 | 500 000 | 500 000 | 499 285 | 466 930 CHF | 470 259 CHF | 100,00% | 100,00% |