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 | 0,52% | 85,85 % | 86,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 212 CHF | 429 426 CHF | 99,37% | 99,37% |
15/07/2024 | 0,52% | 85,00 % | 85,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 994 CHF | 429 204 CHF | 99,37% | 99,37% |
12/07/2024 | 0,51% | 86,00 % | 86,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 050 CHF | 429 233 CHF | 90,88% | 90,88% |
11/07/2024 | 0,52% | 85,55 % | 86,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 823 CHF | 437 073 CHF | 99,37% | 99,37% |
10/07/2024 | 0,48% | 94,45 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 093 CHF | 471 343 CHF | 99,35% | 99,35% |
09/07/2024 | 0,48% | 93,75 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 100 CHF | 469 350 CHF | 67,72% | 67,72% |
08/07/2024 | 0,48% | 92,25 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 079 CHF | 466 329 CHF | 99,37% | 99,37% |
05/07/2024 | 0,49% | 91,90 % | 92,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 461 CHF | 462 711 CHF | 99,08% | 99,08% |
04/07/2024 | 0,49% | 92,05 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 838 CHF | 463 088 CHF | 98,56% | 98,56% |
03/07/2024 | 0,49% | 92,15 % | 92,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 563 CHF | 460 813 CHF | 99,34% | 99,34% |