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% | 108,72 % | 109,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 600 CHF | 546 100 CHF | 89,73% | 89,73% |
15/07/2024 | 0,46% | 108,71 % | 109,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 550 CHF | 546 050 CHF | 100,00% | 100,00% |
12/07/2024 | 0,46% | 108,71 % | 109,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 550 CHF | 546 050 CHF | 78,76% | 78,76% |
11/07/2024 | 0,46% | 108,71 % | 109,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 508 CHF | 546 008 CHF | 100,00% | 100,00% |
10/07/2024 | 0,46% | 108,68 % | 109,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 385 CHF | 545 885 CHF | 94,72% | 94,72% |
09/07/2024 | 0,46% | 108,61 % | 109,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 279 CHF | 545 779 CHF | 97,77% | 97,77% |
08/07/2024 | 0,46% | 108,67 % | 109,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 325 CHF | 545 825 CHF | 99,79% | 99,79% |
05/07/2024 | 0,46% | 108,52 % | 109,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 993 CHF | 545 493 CHF | 100,00% | 100,00% |
04/07/2024 | 0,46% | 108,56 % | 109,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 938 CHF | 545 438 CHF | 98,27% | 98,27% |
03/07/2024 | 0,46% | 108,53 % | 109,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 216 CHF | 544 716 CHF | 100,00% | 100,00% |