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 | 0,74% | 108,42 % | 109,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 765 CHF | 544 765 CHF | 89,71% | 89,71% |
15/07/2024 | 0,73% | 108,19 % | 108,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 853 CHF | 546 853 CHF | 100,00% | 100,00% |
12/07/2024 | 0,74% | 108,76 % | 109,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 045 CHF | 546 045 CHF | 78,49% | 78,49% |
11/07/2024 | 0,74% | 108,36 % | 109,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 234 CHF | 544 234 CHF | 100,00% | 100,00% |
10/07/2024 | 0,74% | 107,53 % | 108,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 200 CHF | 541 200 CHF | 94,72% | 94,72% |
09/07/2024 | 0,74% | 107,37 % | 108,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 050 CHF | 542 050 CHF | 97,75% | 97,75% |
08/07/2024 | 0,74% | 107,40 % | 108,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 347 CHF | 541 347 CHF | 99,79% | 99,79% |
05/07/2024 | 0,74% | 107,40 % | 108,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 900 CHF | 541 900 CHF | 100,00% | 100,00% |
04/07/2024 | 0,74% | 107,49 % | 108,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 536 422 CHF | 540 422 CHF | 98,27% | 98,27% |
03/07/2024 | 0,75% | 107,08 % | 107,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 765 CHF | 538 765 CHF | 100,00% | 100,00% |