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% | 103,94 % | 104,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 136 CHF | 521 636 CHF | 89,70% | 89,70% |
15/07/2024 | 0,48% | 103,94 % | 104,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 858 CHF | 523 358 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 104,02 % | 104,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 666 CHF | 522 166 CHF | 78,76% | 78,76% |
11/07/2024 | 0,48% | 103,86 % | 104,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 863 CHF | 521 363 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 103,52 % | 104,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 251 CHF | 519 751 CHF | 94,72% | 94,72% |
09/07/2024 | 0,48% | 103,53 % | 104,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 157 CHF | 520 657 CHF | 97,76% | 97,76% |
08/07/2024 | 0,48% | 103,47 % | 103,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 745 CHF | 520 245 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 103,51 % | 104,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 699 CHF | 520 199 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 103,52 % | 104,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 224 CHF | 519 724 CHF | 98,27% | 98,27% |
03/07/2024 | 0,48% | 103,27 % | 103,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 520 CHF | 519 020 CHF | 100,00% | 100,00% |