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 | 1,16% | 103,34 % | 104,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 000 CHF | 522 000 CHF | 89,70% | 89,70% |
15/07/2024 | 1,15% | 103,09 % | 104,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 515 CHF | 522 515 CHF | 100,00% | 100,00% |
12/07/2024 | 1,16% | 103,27 % | 104,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 578 CHF | 521 578 CHF | 78,49% | 78,49% |
11/07/2024 | 1,16% | 102,95 % | 104,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 374 CHF | 520 374 CHF | 100,00% | 100,00% |
10/07/2024 | 1,17% | 102,48 % | 103,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 450 CHF | 517 450 CHF | 94,72% | 94,72% |
09/07/2024 | 1,17% | 102,16 % | 103,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 625 CHF | 517 625 CHF | 97,76% | 97,76% |
08/07/2024 | 1,17% | 102,21 % | 103,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 054 CHF | 517 054 CHF | 99,78% | 99,78% |
05/07/2024 | 1,17% | 102,09 % | 103,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 248 CHF | 517 248 CHF | 100,00% | 100,00% |
04/07/2024 | 1,17% | 102,23 % | 103,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 835 CHF | 516 835 CHF | 98,27% | 98,27% |
03/07/2024 | 1,17% | 102,11 % | 103,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 081 CHF | 516 081 CHF | 100,00% | 100,00% |