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 | 0,51% | 98,11 % | 98,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 568 CHF | 493 068 CHF | 70,31% | 70,31% |
15/07/2024 | 0,51% | 98,41 % | 98,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 134 CHF | 494 634 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 99,39 % | 99,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 324 CHF | 498 824 CHF | 78,76% | 78,76% |
11/07/2024 | 0,50% | 99,52 % | 100,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 732 CHF | 497 232 CHF | 100,00% | 100,00% |
10/07/2024 | 0,51% | 98,54 % | 99,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 677 CHF | 494 177 CHF | 94,74% | 94,74% |
09/07/2024 | 0,51% | 97,77 % | 98,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 277 CHF | 493 777 CHF | 97,77% | 97,77% |
08/07/2024 | 0,51% | 98,27 % | 98,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 981 CHF | 494 481 CHF | 99,76% | 99,76% |
05/07/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 957 CHF | 494 457 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 904 CHF | 499 404 CHF | 98,26% | 98,26% |
03/07/2024 | 0,51% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 287 CHF | 494 787 CHF | 100,00% | 100,00% |