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 | 0,88% | 91,30 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 760 CHF | 458 760 CHF | 100,00% | 100,00% |
15/07/2024 | 0,88% | 90,20 % | 91,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 026 CHF | 457 026 CHF | 100,00% | 100,00% |
12/07/2024 | 0,88% | 90,80 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 908 CHF | 454 908 CHF | 100,00% | 100,00% |
11/07/2024 | 0,88% | 89,00 % | 89,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 221 CHF | 455 221 CHF | 100,00% | 100,00% |
10/07/2024 | 0,85% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 298 CHF | 472 298 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 93,60 % | 94,40 % | 500 000 | 500 000 | 500 000 | 497 366 | 466 053 CHF | 467 585 CHF | 99,59% | 99,59% |
08/07/2024 | 0,86% | 92,20 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 920 CHF | 466 920 CHF | 100,00% | 100,00% |
05/07/2024 | 0,86% | 92,70 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 228 CHF | 468 228 CHF | 100,00% | 100,00% |
04/07/2024 | 0,86% | 92,50 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 807 CHF | 466 807 CHF | 99,45% | 99,45% |
03/07/2024 | 0,87% | 92,30 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 964 CHF | 463 964 CHF | 100,00% | 100,00% |