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 | 0,51% | 78,75 % | 79,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 684 CHF | 394 684 CHF | 99,38% | 99,38% |
15/07/2024 | 0,51% | 78,25 % | 78,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 345 CHF | 395 345 CHF | 99,38% | 99,38% |
12/07/2024 | 0,50% | 79,20 % | 79,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 099 CHF | 397 099 CHF | 99,38% | 99,38% |
11/07/2024 | 0,50% | 79,40 % | 79,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 364 CHF | 399 364 CHF | 99,38% | 99,38% |
10/07/2024 | 0,50% | 79,95 % | 80,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 398 011 CHF | 400 011 CHF | 99,39% | 99,39% |
09/07/2024 | 0,49% | 79,80 % | 80,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 099 CHF | 405 099 CHF | 99,38% | 99,38% |
08/07/2024 | 0,49% | 81,00 % | 81,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 625 CHF | 409 625 CHF | 99,36% | 99,36% |
05/07/2024 | 0,49% | 81,40 % | 81,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 217 CHF | 409 217 CHF | 99,36% | 99,36% |
04/07/2024 | 0,49% | 80,95 % | 81,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 404 053 CHF | 406 053 CHF | 99,17% | 99,17% |
03/07/2024 | 0,50% | 80,25 % | 80,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 211 CHF | 399 211 CHF | 99,17% | 99,17% |