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 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 873 CHF | 494 873 CHF | 100,00% | 100,00% |
15/07/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 089 CHF | 498 089 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 100 CHF | 495 100 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 512 CHF | 494 512 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 911 CHF | 493 911 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 605 CHF | 492 605 CHF | 99,28% | 99,28% |
08/07/2024 | 0,81% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 841 CHF | 492 841 CHF | 100,00% | 100,00% |
05/07/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 834 CHF | 494 834 CHF | 100,00% | 100,00% |
04/07/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 283 CHF | 492 283 CHF | 99,46% | 99,46% |
03/07/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 415 CHF | 489 415 CHF | 100,00% | 100,00% |