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 | 0,51% | 89,15 % | 89,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 738 CHF | 444 988 CHF | 99,37% | 99,37% |
15/07/2024 | 0,51% | 88,90 % | 89,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 408 CHF | 446 658 CHF | 99,37% | 99,37% |
12/07/2024 | 0,51% | 87,95 % | 88,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 984 CHF | 440 234 CHF | 90,89% | 90,89% |
11/07/2024 | 0,52% | 86,80 % | 87,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 582 CHF | 435 832 CHF | 99,37% | 99,37% |
10/07/2024 | 0,53% | 86,10 % | 86,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 816 CHF | 428 066 CHF | 99,36% | 99,36% |
09/07/2024 | 0,50% | 84,55 % | 84,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 079 CHF | 426 214 CHF | 67,72% | 67,72% |
08/07/2024 | 0,47% | 84,10 % | 84,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 676 CHF | 422 676 CHF | 99,37% | 99,37% |
05/07/2024 | 0,51% | 84,15 % | 84,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 672 CHF | 425 827 CHF | 99,08% | 99,08% |
04/07/2024 | 0,48% | 84,15 % | 84,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 613 CHF | 420 613 CHF | 98,56% | 98,56% |
03/07/2024 | 0,53% | 85,15 % | 85,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 188 CHF | 429 438 CHF | 99,34% | 99,34% |