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% | 93,80 % | 94,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 284 CHF | 468 534 CHF | 99,37% | 99,37% |
15/07/2024 | 0,48% | 93,55 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 571 CHF | 469 821 CHF | 99,36% | 99,36% |
12/07/2024 | 0,49% | 92,75 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 073 CHF | 464 323 CHF | 90,89% | 90,89% |
11/07/2024 | 0,49% | 91,70 % | 92,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 977 CHF | 460 227 CHF | 99,38% | 99,38% |
10/07/2024 | 0,50% | 91,00 % | 91,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 891 CHF | 453 141 CHF | 99,36% | 99,36% |
09/07/2024 | 0,50% | 89,55 % | 90,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 253 CHF | 451 503 CHF | 67,72% | 67,72% |
08/07/2024 | 0,50% | 89,15 % | 89,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 980 CHF | 448 230 CHF | 99,37% | 99,37% |
05/07/2024 | 0,50% | 89,25 % | 89,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 998 CHF | 451 248 CHF | 99,07% | 99,07% |
04/07/2024 | 0,51% | 89,20 % | 89,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 053 CHF | 446 303 CHF | 98,56% | 98,56% |
03/07/2024 | 0,50% | 90,20 % | 90,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 351 CHF | 454 601 CHF | 99,34% | 99,34% |