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 | 0,45% | 111,71 % | 112,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 708 CHF | 561 208 CHF | 89,72% | 89,72% |
15/07/2024 | 0,45% | 111,77 % | 112,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 825 CHF | 561 325 CHF | 100,00% | 100,00% |
12/07/2024 | 0,45% | 111,73 % | 112,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 328 CHF | 560 828 CHF | 78,76% | 78,76% |
11/07/2024 | 0,45% | 111,53 % | 112,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 557 429 CHF | 559 929 CHF | 99,99% | 99,99% |
10/07/2024 | 0,45% | 111,49 % | 111,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 557 401 CHF | 559 901 CHF | 94,74% | 94,74% |
09/07/2024 | 0,45% | 111,34 % | 111,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 557 452 CHF | 559 952 CHF | 97,77% | 97,77% |
08/07/2024 | 0,45% | 111,57 % | 112,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 557 844 CHF | 560 344 CHF | 99,77% | 99,77% |
05/07/2024 | 0,45% | 111,49 % | 111,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 557 400 CHF | 559 900 CHF | 100,00% | 100,00% |
04/07/2024 | 0,45% | 111,39 % | 111,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 557 355 CHF | 559 855 CHF | 98,27% | 98,27% |
03/07/2024 | 0,45% | 111,60 % | 112,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 085 CHF | 560 585 CHF | 100,00% | 100,00% |