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 | 0,77% | 103,38 % | 104,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 110 CHF | 520 110 CHF | 89,71% | 89,71% |
15/07/2024 | 0,77% | 103,44 % | 104,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 544 CHF | 522 544 CHF | 100,00% | 100,00% |
12/07/2024 | 0,77% | 103,71 % | 104,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 629 CHF | 521 629 CHF | 78,49% | 78,49% |
11/07/2024 | 0,77% | 103,32 % | 104,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 308 CHF | 520 308 CHF | 100,00% | 100,00% |
10/07/2024 | 0,78% | 102,85 % | 103,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 073 CHF | 517 073 CHF | 94,72% | 94,72% |
09/07/2024 | 0,78% | 102,48 % | 103,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 304 CHF | 517 304 CHF | 97,77% | 97,77% |
08/07/2024 | 0,78% | 102,51 % | 103,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 683 CHF | 516 683 CHF | 99,78% | 99,78% |
05/07/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 028 CHF | 517 028 CHF | 100,00% | 100,00% |
04/07/2024 | 0,78% | 102,61 % | 103,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 663 CHF | 516 663 CHF | 98,27% | 98,27% |
03/07/2024 | 0,78% | 102,44 % | 103,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 952 CHF | 515 952 CHF | 100,00% | 100,00% |