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% | 103,16 % | 103,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 716 CHF | 518 216 CHF | 89,71% | 89,71% |
15/07/2024 | 0,48% | 103,18 % | 103,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 953 CHF | 518 453 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 103,19 % | 103,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 767 CHF | 518 267 CHF | 78,49% | 78,49% |
11/07/2024 | 0,48% | 103,13 % | 103,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 627 CHF | 518 127 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 103,10 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 450 CHF | 517 950 CHF | 94,72% | 94,72% |
09/07/2024 | 0,48% | 103,07 % | 103,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 481 CHF | 517 981 CHF | 97,77% | 97,77% |
08/07/2024 | 0,48% | 103,08 % | 103,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 404 CHF | 517 904 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 103,04 % | 103,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 273 CHF | 517 773 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 103,02 % | 103,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 092 CHF | 517 592 CHF | 98,25% | 98,25% |
03/07/2024 | 0,48% | 102,99 % | 103,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 821 CHF | 517 321 CHF | 100,00% | 100,00% |