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% | 87,70 % | 88,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 561 CHF | 440 811 CHF | 99,37% | 99,37% |
15/07/2024 | 0,50% | 88,20 % | 88,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 644 CHF | 447 894 CHF | 99,38% | 99,38% |
12/07/2024 | 0,50% | 89,55 % | 90,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 430 CHF | 447 680 CHF | 90,88% | 90,88% |
11/07/2024 | 0,51% | 88,65 % | 89,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 079 CHF | 444 329 CHF | 99,37% | 99,37% |
10/07/2024 | 0,51% | 88,25 % | 88,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 824 CHF | 442 074 CHF | 99,36% | 99,36% |
09/07/2024 | 0,51% | 87,90 % | 88,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 328 CHF | 443 578 CHF | 67,72% | 67,72% |
08/07/2024 | 0,51% | 87,90 % | 88,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 219 CHF | 442 469 CHF | 99,37% | 99,37% |
05/07/2024 | 0,51% | 87,65 % | 88,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 238 CHF | 442 488 CHF | 99,07% | 99,07% |
04/07/2024 | 0,51% | 88,15 % | 88,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 661 CHF | 442 911 CHF | 98,56% | 98,56% |
03/07/2024 | 0,51% | 88,05 % | 88,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 873 CHF | 441 123 CHF | 99,34% | 99,34% |