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 | 0,48% | 104,86 % | 105,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 225 CHF | 526 725 CHF | 89,72% | 89,72% |
15/07/2024 | 0,48% | 104,91 % | 105,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 330 CHF | 526 830 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 104,84 % | 105,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 891 CHF | 526 391 CHF | 78,76% | 78,76% |
11/07/2024 | 0,48% | 104,79 % | 105,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 518 CHF | 526 018 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 104,64 % | 105,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 454 CHF | 525 954 CHF | 94,73% | 94,73% |
09/07/2024 | 0,48% | 104,58 % | 105,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 983 CHF | 525 483 CHF | 97,76% | 97,76% |
08/07/2024 | 0,48% | 104,47 % | 104,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 706 CHF | 525 206 CHF | 99,77% | 99,77% |
05/07/2024 | 0,48% | 104,56 % | 105,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 714 CHF | 525 214 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 104,46 % | 104,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 346 CHF | 524 846 CHF | 98,25% | 98,25% |
03/07/2024 | 0,48% | 104,38 % | 104,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 327 CHF | 523 827 CHF | 100,00% | 100,00% |