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% | 104,16 % | 104,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 856 CHF | 522 356 CHF | 89,72% | 89,72% |
15/07/2024 | 0,48% | 103,87 % | 104,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 504 CHF | 522 004 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 103,79 % | 104,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 284 CHF | 520 784 CHF | 78,76% | 78,76% |
11/07/2024 | 0,48% | 103,51 % | 104,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 152 CHF | 519 652 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 022 CHF | 517 522 CHF | 94,73% | 94,73% |
09/07/2024 | 0,48% | 102,88 % | 103,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 812 CHF | 517 312 CHF | 97,77% | 97,77% |
08/07/2024 | 0,49% | 102,75 % | 103,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 799 CHF | 516 299 CHF | 99,77% | 99,77% |
05/07/2024 | 0,48% | 102,72 % | 103,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 481 CHF | 516 981 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 102,81 % | 103,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 594 CHF | 516 094 CHF | 98,26% | 98,26% |
03/07/2024 | 0,48% | 102,93 % | 103,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 578 CHF | 517 078 CHF | 100,00% | 100,00% |