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 | 0,95% | 104,15 % | 105,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 149 CHF | 526 149 CHF | 89,71% | 89,71% |
15/07/2024 | 0,59% | 103,89 % | 104,89 % | 500 000 | 500 000 | 499 568 | 500 000 | 522 910 CHF | 526 461 CHF | 75,31% | 75,52% |
12/07/2024 | 0,47% | 106,65 % | 107,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 610 CHF | 535 110 CHF | 78,49% | 78,49% |
11/07/2024 | 0,47% | 106,38 % | 106,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 863 CHF | 534 363 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 106,23 % | 106,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 767 CHF | 533 267 CHF | 94,72% | 94,72% |
09/07/2024 | 0,47% | 106,16 % | 106,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 317 CHF | 533 817 CHF | 97,77% | 97,77% |
08/07/2024 | 0,47% | 106,26 % | 106,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 526 CHF | 534 026 CHF | 99,78% | 99,78% |
05/07/2024 | 0,47% | 106,24 % | 106,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 226 CHF | 534 726 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 106,39 % | 106,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 766 CHF | 534 266 CHF | 98,26% | 98,26% |
03/07/2024 | 0,47% | 106,19 % | 106,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 532 CHF | 533 032 CHF | 100,00% | 100,00% |