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 | 0,50% | 69,60 % | 69,95 % | 500 000 | 500 000 | 499 998 | 500 000 | 348 729 CHF | 350 481 CHF | 99,37% | 99,37% |
15/07/2024 | 0,50% | 69,55 % | 69,90 % | 500 000 | 75 000 | 500 000 | 75 000 | 346 892 CHF | 52 296 CHF | 99,38% | 99,38% |
12/07/2024 | 0,50% | 90,75 % | 91,20 % | 500 000 | 75 000 | 500 000 | 74 997 | 447 121 CHF | 67 403 CHF | 99,38% | 99,38% |
11/07/2024 | 0,51% | 87,75 % | 88,20 % | 500 000 | 75 000 | 500 000 | 75 000 | 436 913 CHF | 65 874 CHF | 99,37% | 99,37% |
10/07/2024 | 0,50% | 85,60 % | 86,05 % | 500 000 | 75 000 | 500 000 | 75 000 | 422 109 CHF | 63 636 CHF | 99,38% | 99,38% |
09/07/2024 | 0,51% | 84,45 % | 84,85 % | 500 000 | 75 000 | 500 000 | 74 999 | 430 406 CHF | 64 890 CHF | 99,38% | 99,38% |
08/07/2024 | 0,51% | 86,70 % | 87,15 % | 500 000 | 75 000 | 500 000 | 75 000 | 436 888 CHF | 65 871 CHF | 99,34% | 99,34% |
05/07/2024 | 0,50% | 87,00 % | 87,45 % | 500 000 | 75 000 | 500 000 | 75 000 | 448 388 CHF | 67 596 CHF | 99,38% | 99,38% |
04/07/2024 | 0,51% | 88,65 % | 89,10 % | 500 000 | 75 000 | 500 000 | 75 000 | 440 398 CHF | 66 397 CHF | 99,38% | 99,38% |
03/07/2024 | 0,52% | 87,10 % | 87,55 % | 500 000 | 75 000 | 500 000 | 75 000 | 432 522 CHF | 65 215 CHF | 99,38% | 99,38% |