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 | 0,95% | 104,70 % | 105,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 740 CHF | 527 740 CHF | 89,70% | 89,70% |
15/07/2024 | 0,95% | 104,52 % | 105,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 845 CHF | 528 845 CHF | 100,00% | 100,00% |
12/07/2024 | 0,95% | 104,74 % | 105,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 844 CHF | 527 844 CHF | 78,49% | 78,49% |
11/07/2024 | 0,95% | 104,37 % | 105,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 498 CHF | 526 498 CHF | 100,00% | 100,00% |
10/07/2024 | 0,96% | 103,87 % | 104,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 273 CHF | 523 273 CHF | 94,72% | 94,72% |
09/07/2024 | 0,96% | 103,52 % | 104,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 518 CHF | 523 518 CHF | 97,77% | 97,77% |
08/07/2024 | 0,96% | 103,57 % | 104,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 894 CHF | 522 894 CHF | 99,78% | 99,78% |
05/07/2024 | 0,96% | 103,43 % | 104,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 111 CHF | 523 111 CHF | 100,00% | 100,00% |
04/07/2024 | 0,96% | 103,61 % | 104,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 676 CHF | 522 676 CHF | 98,27% | 98,27% |
03/07/2024 | 0,96% | 103,46 % | 104,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 876 CHF | 521 876 CHF | 100,00% | 100,00% |