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 | 0,83% | 60,60 % | 61,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 301 371 CHF | 303 871 CHF | 89,72% | 89,72% |
15/07/2024 | 0,82% | 59,90 % | 60,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 302 475 CHF | 304 975 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 61,89 % | 62,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 307 422 CHF | 309 922 CHF | 73,40% | 73,40% |
11/07/2024 | 0,80% | 62,08 % | 62,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 309 699 CHF | 312 199 CHF | 100,00% | 100,00% |
10/07/2024 | 0,82% | 61,80 % | 62,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 304 503 CHF | 307 003 CHF | 94,73% | 94,73% |
09/07/2024 | 0,81% | 60,81 % | 61,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 309 129 CHF | 311 629 CHF | 97,75% | 97,75% |
08/07/2024 | 0,80% | 62,80 % | 63,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 311 104 CHF | 313 604 CHF | 99,77% | 99,77% |
05/07/2024 | 0,79% | 62,48 % | 62,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 316 907 CHF | 319 407 CHF | 99,33% | 99,33% |
04/07/2024 | 0,83% | 59,77 % | 60,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 300 410 CHF | 302 910 CHF | 98,26% | 98,26% |
03/07/2024 | 0,84% | 59,97 % | 60,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 296 815 CHF | 299 315 CHF | 100,00% | 100,00% |