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 | 0,84% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 835 CHF | 480 835 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 606 CHF | 474 606 CHF | 100,00% | 100,00% |
12/07/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 018 CHF | 477 018 CHF | 100,00% | 100,00% |
11/07/2024 | 0,82% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 039 CHF | 487 039 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 428 CHF | 494 428 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 138 CHF | 495 138 CHF | 99,59% | 99,59% |
08/07/2024 | 0,81% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 265 CHF | 494 265 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 293 CHF | 502 293 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 329 CHF | 507 329 CHF | 99,46% | 99,46% |
03/07/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 510 CHF | 507 510 CHF | 100,00% | 100,00% |