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 | 0,88% | 91,10 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 925 CHF | 457 925 CHF | 100,00% | 100,00% |
15/07/2024 | 0,88% | 90,00 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 997 CHF | 457 997 CHF | 100,00% | 100,00% |
12/07/2024 | 1,10% | 91,10 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 750 CHF | 457 750 CHF | 100,00% | 100,00% |
11/07/2024 | 1,09% | 90,20 % | 91,20 % | 500 000 | 500 000 | 500 000 | 499 749 | 455 644 CHF | 460 410 CHF | 100,00% | 100,00% |
10/07/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 495 CHF | 476 495 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 93,80 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 126 CHF | 472 126 CHF | 99,27% | 99,27% |
08/07/2024 | 1,06% | 93,10 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 304 CHF | 472 304 CHF | 100,00% | 100,00% |
05/07/2024 | 1,06% | 93,50 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 103 CHF | 473 103 CHF | 100,00% | 100,00% |
04/07/2024 | 0,85% | 93,30 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 581 CHF | 470 581 CHF | 99,45% | 99,45% |
03/07/2024 | 0,86% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 121 CHF | 468 121 CHF | 100,00% | 100,00% |