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% | 98,78 % | 99,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 480 CHF | 494 980 CHF | 89,73% | 89,73% |
15/07/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 957 CHF | 494 457 CHF | 100,00% | 100,00% |
12/07/2024 | 0,51% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 854 CHF | 493 354 CHF | 76,80% | 76,80% |
11/07/2024 | 0,50% | 98,43 % | 98,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 290 CHF | 501 790 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 104,96 % | 105,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 150 CHF | 525 650 CHF | 94,74% | 94,74% |
09/07/2024 | 0,48% | 104,56 % | 105,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 015 CHF | 524 515 CHF | 97,77% | 97,77% |
08/07/2024 | 0,48% | 103,66 % | 104,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 125 CHF | 522 625 CHF | 99,76% | 99,76% |
05/07/2024 | 0,48% | 103,52 % | 104,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 053 CHF | 520 553 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 103,49 % | 103,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 296 CHF | 520 796 CHF | 98,25% | 98,25% |
03/07/2024 | 0,48% | 103,68 % | 104,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 910 CHF | 519 410 CHF | 100,00% | 100,00% |