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 | 0,54% | 91,81 % | 92,31 % | 500 000 | 250 000 | 500 000 | 250 000 | 457 855 CHF | 230 178 CHF | 89,71% | 89,71% |
15/07/2024 | 0,54% | 92,06 % | 92,56 % | 500 000 | 250 000 | 500 000 | 250 000 | 462 258 CHF | 232 379 CHF | 100,00% | 100,00% |
12/07/2024 | 0,54% | 93,64 % | 94,14 % | 500 000 | 250 000 | 500 000 | 250 000 | 463 489 CHF | 232 995 CHF | 73,38% | 73,38% |
11/07/2024 | 0,55% | 92,30 % | 92,80 % | 500 000 | 250 000 | 500 000 | 250 000 | 456 988 CHF | 229 744 CHF | 100,00% | 100,00% |
10/07/2024 | 0,56% | 91,07 % | 91,57 % | 500 000 | 250 000 | 500 000 | 249 998 | 448 122 CHF | 225 309 CHF | 94,72% | 94,72% |
09/07/2024 | 0,56% | 89,11 % | 89,61 % | 500 000 | 250 000 | 500 000 | 250 000 | 448 780 CHF | 225 640 CHF | 97,77% | 97,77% |
08/07/2024 | 0,55% | 90,21 % | 90,71 % | 500 000 | 250 000 | 500 000 | 250 000 | 456 151 CHF | 229 325 CHF | 99,78% | 99,78% |
05/07/2024 | 0,55% | 91,19 % | 91,69 % | 500 000 | 250 000 | 500 000 | 250 000 | 455 455 CHF | 228 978 CHF | 100,00% | 100,00% |
04/07/2024 | 0,55% | 90,09 % | 90,59 % | 500 000 | 250 000 | 500 000 | 250 000 | 450 478 CHF | 226 489 CHF | 98,26% | 98,26% |
03/07/2024 | 0,56% | 89,47 % | 89,97 % | 500 000 | 250 000 | 500 000 | 249 997 | 445 059 CHF | 223 777 CHF | 100,00% | 100,00% |