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 | 0,49% | 92,15 % | 92,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 695 CHF | 459 945 CHF | 99,37% | 99,37% |
15/07/2024 | 0,49% | 91,90 % | 92,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 276 CHF | 461 526 CHF | 99,38% | 99,38% |
12/07/2024 | 0,50% | 90,90 % | 91,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 868 CHF | 455 118 CHF | 90,88% | 90,88% |
11/07/2024 | 0,50% | 89,75 % | 90,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 311 CHF | 450 561 CHF | 99,38% | 99,38% |
10/07/2024 | 0,51% | 89,00 % | 89,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 369 CHF | 442 619 CHF | 99,36% | 99,36% |
09/07/2024 | 0,51% | 87,40 % | 87,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 638 CHF | 440 888 CHF | 67,72% | 67,72% |
08/07/2024 | 0,52% | 86,95 % | 87,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 972 CHF | 437 222 CHF | 99,38% | 99,38% |
05/07/2024 | 0,51% | 87,00 % | 87,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 226 CHF | 440 476 CHF | 99,07% | 99,07% |
04/07/2024 | 0,52% | 87,00 % | 87,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 910 CHF | 435 160 CHF | 98,56% | 98,56% |
03/07/2024 | 0,51% | 88,10 % | 88,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 952 CHF | 444 202 CHF | 99,34% | 99,34% |