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% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 323 CHF | 487 823 CHF | 99,37% | 99,37% |
15/07/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 966 CHF | 488 466 CHF | 99,38% | 99,38% |
12/07/2024 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 443 CHF | 483 943 CHF | 90,88% | 90,88% |
11/07/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 800 CHF | 480 300 CHF | 99,38% | 99,38% |
10/07/2024 | 0,48% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 597 CHF | 473 876 CHF | 99,35% | 99,35% |
09/07/2024 | 0,48% | 93,75 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 200 CHF | 472 450 CHF | 67,73% | 67,73% |
08/07/2024 | 0,48% | 93,35 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 938 CHF | 469 188 CHF | 99,38% | 99,38% |
05/07/2024 | 0,48% | 93,45 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 862 CHF | 472 112 CHF | 99,08% | 99,08% |
04/07/2024 | 0,48% | 93,40 % | 93,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 040 CHF | 467 290 CHF | 98,56% | 98,56% |
03/07/2024 | 0,50% | 94,45 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 378 CHF | 475 730 CHF | 99,34% | 99,34% |