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 | 1,46% | 102,22 % | 103,72 % | 500 000 | 500 000 | 499 906 | 500 000 | 508 432 CHF | 516 027 CHF | 89,70% | 89,70% |
15/07/2024 | 1,44% | 103,18 % | 104,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 817 CHF | 524 317 CHF | 100,00% | 100,00% |
12/07/2024 | 1,45% | 103,45 % | 104,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 784 CHF | 521 284 CHF | 78,76% | 78,76% |
11/07/2024 | 1,47% | 101,96 % | 103,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 279 CHF | 514 779 CHF | 100,00% | 100,00% |
10/07/2024 | 1,48% | 100,51 % | 102,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 985 CHF | 511 485 CHF | 94,73% | 94,73% |
09/07/2024 | 1,48% | 100,41 % | 101,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 753 CHF | 509 253 CHF | 97,12% | 97,12% |
08/07/2024 | 1,47% | 100,68 % | 102,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 889 CHF | 515 389 CHF | 99,77% | 99,77% |
05/07/2024 | 1,47% | 101,54 % | 103,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 909 CHF | 515 409 CHF | 99,64% | 99,64% |
04/07/2024 | 1,48% | 100,57 % | 102,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 301 CHF | 510 801 CHF | 98,25% | 98,25% |
03/07/2024 | 1,48% | 101,24 % | 102,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 085 CHF | 510 585 CHF | 100,00% | 100,00% |