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 | 0,48% | 94,15 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 685 CHF | 472 935 CHF | 99,37% | 99,37% |
15/07/2024 | 0,52% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 575 CHF | 481 072 CHF | 99,37% | 99,37% |
12/07/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 816 CHF | 480 316 CHF | 90,88% | 90,88% |
11/07/2024 | 0,50% | 95,05 % | 95,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 830 CHF | 476 206 CHF | 99,36% | 99,36% |
10/07/2024 | 0,48% | 94,55 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 672 CHF | 472 922 CHF | 99,36% | 99,36% |
09/07/2024 | 0,48% | 94,00 % | 94,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 466 CHF | 474 756 CHF | 67,72% | 67,72% |
08/07/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 981 CHF | 473 231 CHF | 99,37% | 99,37% |
05/07/2024 | 0,48% | 93,70 % | 94,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 748 CHF | 472 998 CHF | 99,08% | 99,08% |
04/07/2024 | 0,48% | 94,25 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 195 CHF | 473 445 CHF | 98,56% | 98,56% |
03/07/2024 | 0,48% | 94,10 % | 94,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 740 CHF | 470 990 CHF | 99,33% | 99,33% |