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 | 0,50% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 050 CHF | 476 450 CHF | 99,37% | 99,37% |
15/07/2024 | 0,52% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 070 CHF | 486 570 CHF | 99,37% | 99,37% |
12/07/2024 | 0,52% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 801 CHF | 485 301 CHF | 90,88% | 90,88% |
11/07/2024 | 0,52% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 139 CHF | 479 639 CHF | 99,36% | 99,36% |
10/07/2024 | 0,48% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 499 989 | 472 153 CHF | 474 397 CHF | 99,35% | 99,35% |
09/07/2024 | 0,51% | 94,25 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 681 CHF | 477 109 CHF | 67,72% | 67,72% |
08/07/2024 | 0,49% | 94,30 % | 94,75 % | 500 000 | 500 000 | 500 000 | 499 989 | 472 276 CHF | 474 585 CHF | 99,37% | 99,37% |
05/07/2024 | 0,48% | 93,80 % | 94,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 695 CHF | 473 950 CHF | 99,08% | 99,08% |
04/07/2024 | 0,48% | 94,40 % | 94,85 % | 500 000 | 500 000 | 500 000 | 499 965 | 471 934 CHF | 474 166 CHF | 98,56% | 98,56% |
03/07/2024 | 0,48% | 94,15 % | 94,60 % | 500 000 | 500 000 | 500 000 | 499 987 | 468 235 CHF | 470 472 CHF | 99,34% | 99,34% |