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 | 1,06% | 94,10 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 620 CHF | 473 620 CHF | 100,00% | 100,00% |
15/07/2024 | 1,06% | 94,00 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 665 CHF | 475 665 CHF | 100,00% | 100,00% |
12/07/2024 | 0,86% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 498 992 | 464 335 CHF | 467 390 CHF | 100,00% | 100,00% |
11/07/2024 | 0,86% | 92,30 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 120 CHF | 465 120 CHF | 99,99% | 99,99% |
10/07/2024 | 1,10% | 91,50 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 556 CHF | 458 556 CHF | 100,00% | 100,00% |
09/07/2024 | 1,10% | 90,00 % | 91,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 097 CHF | 457 097 CHF | 99,59% | 99,59% |
08/07/2024 | 0,88% | 90,00 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 009 CHF | 454 009 CHF | 100,00% | 100,00% |
05/07/2024 | 0,87% | 91,00 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 239 CHF | 462 239 CHF | 100,00% | 100,00% |
04/07/2024 | 1,10% | 90,60 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 407 CHF | 455 407 CHF | 99,45% | 99,45% |
03/07/2024 | 1,09% | 91,20 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 705 CHF | 462 705 CHF | 100,00% | 100,00% |