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 | 1,02% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 236 CHF | 494 236 CHF | 100,00% | 100,00% |
15/07/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 486 728 | 491 252 CHF | 482 087 CHF | 100,00% | 100,00% |
12/07/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 216 CHF | 490 216 CHF | 100,00% | 100,00% |
11/07/2024 | 1,03% | 97,10 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 224 CHF | 490 224 CHF | 100,00% | 100,00% |
10/07/2024 | 1,04% | 96,40 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 813 CHF | 484 813 CHF | 100,00% | 100,00% |
09/07/2024 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 322 CHF | 483 322 CHF | 99,59% | 99,59% |
08/07/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 501 CHF | 479 501 CHF | 100,00% | 100,00% |
05/07/2024 | 1,03% | 95,60 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 742 CHF | 485 742 CHF | 100,00% | 100,00% |
04/07/2024 | 1,04% | 96,10 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 403 CHF | 482 403 CHF | 99,45% | 99,45% |
03/07/2024 | 0,83% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 535 CHF | 486 535 CHF | 100,00% | 100,00% |