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 | 0,45% | 110,73 % | 111,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 552 717 CHF | 555 217 CHF | 89,71% | 89,71% |
15/07/2024 | 0,45% | 110,25 % | 110,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 552 008 CHF | 554 508 CHF | 100,00% | 100,00% |
12/07/2024 | 0,45% | 110,19 % | 110,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 549 474 CHF | 551 974 CHF | 78,49% | 78,49% |
11/07/2024 | 0,45% | 110,00 % | 110,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 549 377 CHF | 551 877 CHF | 100,00% | 100,00% |
10/07/2024 | 0,46% | 109,60 % | 110,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 547 708 CHF | 550 208 CHF | 94,72% | 94,72% |
09/07/2024 | 0,45% | 109,58 % | 110,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 919 CHF | 551 419 CHF | 97,77% | 97,77% |
08/07/2024 | 0,45% | 109,75 % | 110,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 324 CHF | 550 824 CHF | 99,78% | 99,78% |
05/07/2024 | 0,45% | 109,74 % | 110,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 549 578 CHF | 552 078 CHF | 100,00% | 100,00% |
04/07/2024 | 0,46% | 109,53 % | 110,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 547 933 CHF | 550 433 CHF | 98,26% | 98,26% |
03/07/2024 | 0,46% | 109,44 % | 109,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 546 959 CHF | 549 459 CHF | 100,00% | 100,00% |