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 | 0,52% | 96,55 % | 97,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 079 CHF | 483 579 CHF | 99,37% | 99,37% |
15/07/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 814 CHF | 484 314 CHF | 99,37% | 99,37% |
12/07/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 139 CHF | 480 639 CHF | 90,88% | 90,88% |
11/07/2024 | 0,52% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 159 CHF | 477 655 CHF | 99,38% | 99,38% |
10/07/2024 | 0,48% | 94,60 % | 95,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 145 CHF | 472 395 CHF | 99,36% | 99,36% |
09/07/2024 | 0,48% | 93,55 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 934 CHF | 471 184 CHF | 67,73% | 67,73% |
08/07/2024 | 0,48% | 93,25 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 362 CHF | 468 612 CHF | 99,37% | 99,37% |
05/07/2024 | 0,48% | 93,35 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 867 CHF | 471 117 CHF | 99,08% | 99,08% |
04/07/2024 | 0,48% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 853 CHF | 467 103 CHF | 98,57% | 98,57% |
03/07/2024 | 0,48% | 94,15 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 732 CHF | 473 982 CHF | 99,34% | 99,34% |