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 | 0,47% | 105,58 % | 106,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 882 CHF | 530 382 CHF | 89,72% | 89,72% |
15/07/2024 | 0,47% | 105,58 % | 106,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 355 CHF | 530 855 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 105,63 % | 106,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 093 CHF | 530 593 CHF | 78,76% | 78,76% |
11/07/2024 | 0,47% | 105,55 % | 106,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 515 CHF | 530 015 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 105,20 % | 105,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 073 CHF | 528 573 CHF | 94,73% | 94,73% |
09/07/2024 | 0,47% | 105,11 % | 105,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 674 CHF | 528 174 CHF | 97,77% | 97,77% |
08/07/2024 | 0,47% | 105,20 % | 105,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 152 CHF | 528 652 CHF | 99,77% | 99,77% |
05/07/2024 | 0,47% | 105,28 % | 105,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 003 CHF | 528 503 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 105,12 % | 105,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 850 CHF | 528 350 CHF | 98,27% | 98,27% |
03/07/2024 | 0,48% | 105,08 % | 105,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 896 CHF | 527 396 CHF | 100,00% | 100,00% |