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% | 83,45 % | 83,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 360 CHF | 417 360 CHF | 99,38% | 99,38% |
15/07/2024 | 0,48% | 82,65 % | 83,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 157 CHF | 417 157 CHF | 99,38% | 99,38% |
12/07/2024 | 0,48% | 83,55 % | 83,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 131 CHF | 417 131 CHF | 90,88% | 90,88% |
11/07/2024 | 0,49% | 83,15 % | 83,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 687 CHF | 424 781 CHF | 99,37% | 99,37% |
10/07/2024 | 0,49% | 91,75 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 641 CHF | 457 891 CHF | 99,36% | 99,36% |
09/07/2024 | 0,49% | 91,10 % | 91,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 786 CHF | 456 036 CHF | 67,72% | 67,72% |
08/07/2024 | 0,50% | 89,55 % | 90,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 726 CHF | 452 976 CHF | 99,37% | 99,37% |
05/07/2024 | 0,50% | 89,30 % | 89,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 347 CHF | 449 597 CHF | 99,07% | 99,07% |
04/07/2024 | 0,50% | 89,45 % | 89,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 669 CHF | 449 919 CHF | 98,56% | 98,56% |
03/07/2024 | 0,50% | 89,50 % | 89,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 414 CHF | 447 664 CHF | 99,34% | 99,34% |