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 | 0,46% | 108,22 % | 108,72 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 100 CHF | 543 600 CHF | 89,72% | 89,72% |
15/07/2024 | 0,46% | 108,21 % | 108,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 050 CHF | 543 550 CHF | 100,00% | 100,00% |
12/07/2024 | 0,46% | 108,21 % | 108,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 050 CHF | 543 550 CHF | 78,76% | 78,76% |
11/07/2024 | 0,46% | 108,21 % | 108,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 050 CHF | 543 550 CHF | 100,00% | 100,00% |
10/07/2024 | 0,46% | 108,20 % | 108,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 990 CHF | 543 490 CHF | 94,73% | 94,73% |
09/07/2024 | 0,46% | 108,18 % | 108,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 947 CHF | 543 447 CHF | 97,76% | 97,76% |
08/07/2024 | 0,46% | 108,18 % | 108,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 926 CHF | 543 426 CHF | 99,78% | 99,78% |
05/07/2024 | 0,46% | 108,17 % | 108,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 848 CHF | 543 348 CHF | 100,00% | 100,00% |
04/07/2024 | 0,46% | 108,16 % | 108,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 816 CHF | 543 316 CHF | 98,25% | 98,25% |
03/07/2024 | 0,46% | 108,15 % | 108,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 728 CHF | 543 228 CHF | 100,00% | 100,00% |