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% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 642 CHF | 467 892 CHF | 99,37% | 99,37% |
15/07/2024 | 0,48% | 93,40 % | 93,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 757 CHF | 469 007 CHF | 99,38% | 99,38% |
12/07/2024 | 0,49% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 066 CHF | 464 316 CHF | 90,89% | 90,89% |
11/07/2024 | 0,49% | 91,75 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 507 CHF | 460 757 CHF | 99,38% | 99,38% |
10/07/2024 | 0,50% | 91,15 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 305 CHF | 454 555 CHF | 99,36% | 99,36% |
09/07/2024 | 0,50% | 89,90 % | 90,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 895 CHF | 453 145 CHF | 67,72% | 67,72% |
08/07/2024 | 0,50% | 89,55 % | 90,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 978 CHF | 450 228 CHF | 99,38% | 99,38% |
05/07/2024 | 0,50% | 89,65 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 701 CHF | 452 951 CHF | 99,08% | 99,08% |
04/07/2024 | 0,50% | 89,60 % | 90,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 283 CHF | 448 533 CHF | 98,56% | 98,56% |
03/07/2024 | 0,49% | 90,50 % | 90,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 577 CHF | 455 827 CHF | 99,34% | 99,34% |