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 | 0,46% | 108,84 % | 109,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 876 CHF | 546 376 CHF | 89,72% | 89,72% |
15/07/2024 | 0,46% | 108,86 % | 109,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 545 516 CHF | 548 016 CHF | 100,00% | 100,00% |
12/07/2024 | 0,46% | 109,00 % | 109,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 545 291 CHF | 547 791 CHF | 78,49% | 78,49% |
11/07/2024 | 0,46% | 109,08 % | 109,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 545 143 CHF | 547 643 CHF | 100,00% | 100,00% |
10/07/2024 | 0,46% | 108,92 % | 109,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 742 CHF | 547 242 CHF | 94,72% | 94,72% |
09/07/2024 | 0,46% | 108,91 % | 109,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 545 167 CHF | 547 667 CHF | 97,75% | 97,75% |
08/07/2024 | 0,46% | 108,92 % | 109,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 545 050 CHF | 547 550 CHF | 99,79% | 99,79% |
05/07/2024 | 0,46% | 109,00 % | 109,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 545 150 CHF | 547 650 CHF | 100,00% | 100,00% |
04/07/2024 | 0,46% | 108,90 % | 109,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 483 CHF | 546 983 CHF | 98,26% | 98,26% |
03/07/2024 | 0,46% | 108,67 % | 109,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 315 CHF | 545 815 CHF | 100,00% | 100,00% |