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 | 0,48% | 104,41 % | 104,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 433 CHF | 523 933 CHF | 89,72% | 89,72% |
15/07/2024 | 0,48% | 104,58 % | 105,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 795 CHF | 525 295 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 104,62 % | 105,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 897 CHF | 525 397 CHF | 78,76% | 78,76% |
11/07/2024 | 0,48% | 104,45 % | 104,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 297 CHF | 524 797 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 104,35 % | 104,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 503 CHF | 524 003 CHF | 94,73% | 94,73% |
09/07/2024 | 0,48% | 104,10 % | 104,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 055 CHF | 523 555 CHF | 97,76% | 97,76% |
08/07/2024 | 0,48% | 104,16 % | 104,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 643 CHF | 523 143 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 103,77 % | 104,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 434 CHF | 521 934 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 103,92 % | 104,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 618 CHF | 522 118 CHF | 98,25% | 98,25% |
03/07/2024 | 0,48% | 103,68 % | 104,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 785 CHF | 520 285 CHF | 100,00% | 100,00% |