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 | 0,47% | 106,62 % | 107,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 100 CHF | 535 600 CHF | 89,70% | 89,70% |
15/07/2024 | 0,47% | 106,61 % | 107,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 083 CHF | 535 583 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 106,61 % | 107,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 050 CHF | 535 550 CHF | 78,76% | 78,76% |
11/07/2024 | 0,47% | 106,61 % | 107,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 050 CHF | 535 550 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 106,60 % | 107,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 000 CHF | 535 500 CHF | 94,73% | 94,73% |
09/07/2024 | 0,47% | 106,59 % | 107,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 950 CHF | 535 450 CHF | 97,76% | 97,76% |
08/07/2024 | 0,47% | 106,59 % | 107,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 950 CHF | 535 450 CHF | 99,77% | 99,77% |
05/07/2024 | 0,47% | 106,58 % | 107,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 900 CHF | 535 400 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 106,58 % | 107,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 900 CHF | 535 400 CHF | 98,27% | 98,27% |
03/07/2024 | 0,47% | 106,57 % | 107,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 850 CHF | 535 350 CHF | 100,00% | 100,00% |