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 | 0,45% | 110,47 % | 110,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 551 520 CHF | 554 020 CHF | 89,72% | 89,72% |
15/07/2024 | 0,45% | 110,57 % | 111,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 552 411 CHF | 554 911 CHF | 100,00% | 100,00% |
12/07/2024 | 0,45% | 110,67 % | 111,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 553 013 CHF | 555 513 CHF | 78,76% | 78,76% |
11/07/2024 | 0,45% | 110,51 % | 111,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 552 723 CHF | 555 223 CHF | 100,00% | 100,00% |
10/07/2024 | 0,45% | 110,46 % | 110,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 551 906 CHF | 554 406 CHF | 94,72% | 94,72% |
09/07/2024 | 0,45% | 110,17 % | 110,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 551 765 CHF | 554 265 CHF | 97,77% | 97,77% |
08/07/2024 | 0,45% | 110,31 % | 110,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 551 777 CHF | 554 277 CHF | 99,78% | 99,78% |
05/07/2024 | 0,45% | 110,16 % | 110,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 550 753 CHF | 553 253 CHF | 100,00% | 100,00% |
04/07/2024 | 0,45% | 110,01 % | 110,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 550 331 CHF | 552 831 CHF | 98,27% | 98,27% |
03/07/2024 | 0,45% | 109,79 % | 110,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 549 023 CHF | 551 523 CHF | 100,00% | 100,00% |