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% | 104,37 % | 104,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 452 CHF | 523 952 CHF | 89,71% | 89,71% |
15/07/2024 | 0,48% | 104,36 % | 104,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 228 CHF | 524 728 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 104,40 % | 104,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 352 CHF | 524 852 CHF | 78,49% | 78,49% |
11/07/2024 | 0,48% | 104,49 % | 104,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 698 CHF | 524 198 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 104,05 % | 104,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 735 CHF | 522 235 CHF | 94,72% | 94,72% |
09/07/2024 | 0,48% | 103,91 % | 104,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 520 CHF | 523 020 CHF | 97,77% | 97,77% |
08/07/2024 | 0,48% | 103,74 % | 104,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 411 CHF | 520 911 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 103,63 % | 104,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 146 CHF | 520 646 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 103,61 % | 104,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 740 CHF | 520 240 CHF | 98,26% | 98,26% |
03/07/2024 | 0,48% | 103,44 % | 103,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 294 CHF | 519 794 CHF | 100,00% | 100,00% |