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% | 103,67 % | 104,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 394 CHF | 519 894 CHF | 89,71% | 89,71% |
15/07/2024 | 0,48% | 103,25 % | 103,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 941 CHF | 519 441 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 103,39 % | 103,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 760 CHF | 519 260 CHF | 78,49% | 78,49% |
11/07/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 075 CHF | 519 575 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 103,27 % | 103,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 171 CHF | 518 671 CHF | 94,72% | 94,72% |
09/07/2024 | 0,48% | 103,06 % | 103,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 697 CHF | 518 197 CHF | 97,76% | 97,76% |
08/07/2024 | 0,48% | 103,16 % | 103,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 905 CHF | 518 405 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 102,95 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 877 CHF | 517 377 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 102,96 % | 103,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 901 CHF | 517 401 CHF | 98,26% | 98,26% |
03/07/2024 | 0,49% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 476 CHF | 515 976 CHF | 100,00% | 100,00% |