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% | 104,76 % | 105,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 788 CHF | 526 288 CHF | 89,72% | 89,72% |
15/07/2024 | 0,48% | 104,75 % | 105,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 857 CHF | 526 357 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 104,76 % | 105,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 740 CHF | 526 240 CHF | 78,49% | 78,49% |
11/07/2024 | 0,48% | 104,74 % | 105,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 729 CHF | 526 229 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 104,73 % | 105,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 604 CHF | 526 104 CHF | 94,72% | 94,72% |
09/07/2024 | 0,48% | 104,71 % | 105,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 583 CHF | 526 083 CHF | 97,75% | 97,75% |
08/07/2024 | 0,48% | 104,75 % | 105,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 737 CHF | 526 237 CHF | 99,79% | 99,79% |
05/07/2024 | 0,48% | 104,68 % | 105,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 447 CHF | 525 947 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 104,68 % | 105,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 393 CHF | 525 893 CHF | 98,26% | 98,26% |
03/07/2024 | 0,48% | 104,66 % | 105,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 263 CHF | 525 764 CHF | 100,00% | 100,00% |