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 | 0,26% | 79,30 % | 79,50 % | 500 000 | 100 000 | 498 486 | 99 832 | 394 155 CHF | 79 138 CHF | 99,99% | 99,99% |
15/07/2024 | 0,50% | 78,80 % | 79,20 % | 500 000 | 100 000 | 500 000 | 100 000 | 395 830 CHF | 79 566 CHF | 100,00% | 100,00% |
12/07/2024 | 0,25% | 79,90 % | 80,10 % | 500 000 | 100 000 | 500 000 | 100 000 | 398 330 CHF | 79 866 CHF | 100,00% | 100,00% |
11/07/2024 | 0,25% | 80,00 % | 80,20 % | 500 000 | 100 000 | 500 000 | 100 000 | 400 488 CHF | 80 298 CHF | 100,00% | 100,00% |
10/07/2024 | 0,25% | 80,60 % | 80,80 % | 500 000 | 100 000 | 500 000 | 100 000 | 401 106 CHF | 80 421 CHF | 100,00% | 100,00% |
09/07/2024 | 0,25% | 80,40 % | 80,60 % | 500 000 | 100 000 | 500 000 | 100 000 | 406 780 CHF | 81 556 CHF | 100,00% | 100,00% |
08/07/2024 | 0,24% | 81,80 % | 82,00 % | 500 000 | 100 000 | 500 000 | 100 000 | 412 197 CHF | 82 639 CHF | 100,00% | 100,00% |
05/07/2024 | 0,24% | 82,40 % | 82,60 % | 500 000 | 100 000 | 500 000 | 100 000 | 411 996 CHF | 82 599 CHF | 100,00% | 100,00% |
04/07/2024 | 0,24% | 81,90 % | 82,10 % | 500 000 | 100 000 | 500 000 | 100 000 | 408 359 CHF | 81 872 CHF | 99,45% | 99,45% |
03/07/2024 | 0,25% | 81,00 % | 81,20 % | 500 000 | 100 000 | 500 000 | 100 000 | 400 346 CHF | 80 269 CHF | 99,99% | 99,99% |