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 | 0,47% | 63,55 % | 63,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 318 490 CHF | 319 990 CHF | 99,38% | 99,38% |
15/07/2024 | 0,47% | 63,40 % | 63,70 % | 500 000 | 500 000 | 500 000 | 499 999 | 316 165 CHF | 317 664 CHF | 99,37% | 99,37% |
12/07/2024 | 0,51% | 79,70 % | 80,10 % | 500 000 | 500 000 | 500 000 | 499 999 | 390 008 CHF | 392 007 CHF | 99,38% | 99,38% |
11/07/2024 | 0,52% | 76,20 % | 76,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 379 271 CHF | 381 267 CHF | 99,37% | 99,37% |
10/07/2024 | 0,48% | 73,95 % | 74,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 364 000 CHF | 365 750 CHF | 99,38% | 99,38% |
09/07/2024 | 0,50% | 72,95 % | 73,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 374 013 CHF | 375 877 CHF | 99,37% | 99,37% |
08/07/2024 | 0,52% | 75,45 % | 75,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 199 CHF | 383 193 CHF | 99,35% | 99,35% |
05/07/2024 | 0,50% | 75,85 % | 76,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 460 CHF | 398 460 CHF | 99,38% | 99,38% |
04/07/2024 | 0,52% | 77,85 % | 78,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 386 253 CHF | 388 253 CHF | 99,37% | 99,37% |
03/07/2024 | 0,51% | 76,35 % | 76,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 377 922 CHF | 379 856 CHF | 99,38% | 99,38% |