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 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 167 CHF | 487 167 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 931 CHF | 490 931 CHF | 100,00% | 100,00% |
12/07/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 979 CHF | 489 979 CHF | 100,00% | 100,00% |
11/07/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 830 CHF | 488 830 CHF | 99,99% | 99,99% |
10/07/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 932 CHF | 497 932 CHF | 100,00% | 100,00% |
09/07/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 251 CHF | 499 251 CHF | 99,28% | 99,28% |
08/07/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 451 CHF | 498 451 CHF | 100,00% | 100,00% |
05/07/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 992 CHF | 497 992 CHF | 100,00% | 100,00% |
04/07/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 619 CHF | 496 619 CHF | 99,45% | 99,45% |
03/07/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 008 CHF | 494 008 CHF | 100,00% | 100,00% |