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 | 0,48% | 82,75 % | 83,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 890 CHF | 415 890 CHF | 99,38% | 99,38% |
15/07/2024 | 0,47% | 83,25 % | 83,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 684 CHF | 422 684 CHF | 99,38% | 99,38% |
12/07/2024 | 0,47% | 84,55 % | 84,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 509 CHF | 422 509 CHF | 90,88% | 90,88% |
11/07/2024 | 0,48% | 83,70 % | 84,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 315 CHF | 419 315 CHF | 99,36% | 99,36% |
10/07/2024 | 0,48% | 83,35 % | 83,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 227 CHF | 417 227 CHF | 99,36% | 99,36% |
09/07/2024 | 0,48% | 82,95 % | 83,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 416 697 CHF | 418 697 CHF | 67,72% | 67,72% |
08/07/2024 | 0,48% | 83,00 % | 83,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 634 CHF | 417 634 CHF | 99,38% | 99,38% |
05/07/2024 | 0,48% | 82,80 % | 83,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 664 CHF | 417 664 CHF | 99,07% | 99,07% |
04/07/2024 | 0,48% | 83,25 % | 83,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 416 087 CHF | 418 087 CHF | 98,56% | 98,56% |
03/07/2024 | 0,48% | 83,15 % | 83,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 412 CHF | 416 412 CHF | 99,34% | 99,34% |