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 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 105 CHF | 497 605 CHF | 99,86% | 99,86% |
15/07/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 436 CHF | 498 936 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 830 CHF | 497 330 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 563 CHF | 497 063 CHF | 100,00% | 100,00% |
10/07/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 802 CHF | 496 302 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 301 CHF | 496 801 CHF | 100,00% | 100,00% |
08/07/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 656 CHF | 496 156 CHF | 100,00% | 100,00% |
05/07/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 608 CHF | 496 108 CHF | 100,00% | 100,00% |
04/07/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 166 CHF | 495 666 CHF | 100,00% | 100,00% |
03/07/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 656 CHF | 496 156 CHF | 100,00% | 100,00% |