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 | 0,77% | 102,91 % | 103,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 227 CHF | 518 227 CHF | 89,71% | 89,71% |
15/07/2024 | 0,77% | 102,89 % | 103,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 843 CHF | 518 843 CHF | 100,00% | 100,00% |
12/07/2024 | 0,77% | 102,91 % | 103,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 288 CHF | 518 288 CHF | 78,49% | 78,49% |
11/07/2024 | 0,78% | 102,78 % | 103,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 585 CHF | 517 585 CHF | 100,00% | 100,00% |
10/07/2024 | 0,78% | 102,53 % | 103,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 315 CHF | 516 315 CHF | 94,73% | 94,73% |
09/07/2024 | 0,78% | 102,38 % | 103,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 270 CHF | 516 270 CHF | 97,77% | 97,77% |
08/07/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 119 CHF | 516 119 CHF | 99,78% | 99,78% |
05/07/2024 | 0,78% | 102,36 % | 103,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 109 CHF | 516 109 CHF | 100,00% | 100,00% |
04/07/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 859 CHF | 515 859 CHF | 98,27% | 98,27% |
03/07/2024 | 0,78% | 102,34 % | 103,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 329 CHF | 515 329 CHF | 100,00% | 100,00% |