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% | 103,60 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 969 CHF | 520 469 CHF | 89,71% | 89,71% |
15/07/2024 | 0,48% | 103,59 % | 104,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 988 CHF | 520 488 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 103,56 % | 104,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 734 CHF | 520 234 CHF | 78,49% | 78,49% |
11/07/2024 | 0,48% | 103,54 % | 104,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 660 CHF | 520 160 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 103,51 % | 104,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 496 CHF | 519 996 CHF | 94,72% | 94,72% |
09/07/2024 | 0,48% | 103,49 % | 103,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 515 CHF | 520 015 CHF | 97,77% | 97,77% |
08/07/2024 | 0,48% | 103,52 % | 104,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 623 CHF | 520 123 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 103,48 % | 103,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 429 CHF | 519 929 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 103,46 % | 103,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 282 CHF | 519 782 CHF | 98,26% | 98,26% |
03/07/2024 | 0,48% | 103,45 % | 103,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 139 CHF | 519 639 CHF | 100,00% | 100,00% |