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% | 42,60 % | 42,80 % | 500 000 | 100 000 | 500 000 | 100 000 | 211 341 CHF | 42 468 CHF | 99,37% | 99,37% |
15/07/2024 | 0,71% | 41,80 % | 42,10 % | 500 000 | 100 000 | 500 000 | 100 000 | 212 235 CHF | 42 749 CHF | 99,38% | 99,38% |
12/07/2024 | 0,79% | 43,95 % | 44,30 % | 500 000 | 100 000 | 500 000 | 100 000 | 217 926 CHF | 43 931 CHF | 99,39% | 99,39% |
11/07/2024 | 0,79% | 44,20 % | 44,55 % | 500 000 | 100 000 | 500 000 | 100 000 | 220 321 CHF | 44 414 CHF | 99,38% | 99,38% |
10/07/2024 | 0,73% | 44,05 % | 44,40 % | 500 000 | 100 000 | 500 000 | 100 000 | 215 560 CHF | 43 429 CHF | 99,39% | 99,39% |
09/07/2024 | 0,79% | 43,05 % | 43,35 % | 500 000 | 100 000 | 500 000 | 100 000 | 220 720 CHF | 44 493 CHF | 99,38% | 99,38% |
08/07/2024 | 0,78% | 45,20 % | 45,55 % | 500 000 | 100 000 | 500 000 | 100 000 | 222 988 CHF | 44 948 CHF | 99,36% | 99,36% |
05/07/2024 | 0,76% | 44,90 % | 45,25 % | 500 000 | 100 000 | 500 000 | 100 000 | 229 348 CHF | 46 220 CHF | 99,38% | 99,38% |
04/07/2024 | 0,72% | 42,25 % | 42,55 % | 500 000 | 100 000 | 500 000 | 100 000 | 212 898 CHF | 42 889 CHF | 99,38% | 99,38% |
03/07/2024 | 0,71% | 42,55 % | 42,85 % | 500 000 | 100 000 | 500 000 | 100 000 | 209 643 CHF | 42 229 CHF | 99,38% | 99,38% |