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% | 77,70 % | 78,10 % | 500 000 | 100 000 | 500 000 | 100 000 | 385 899 CHF | 77 580 CHF | 99,37% | 99,37% |
15/07/2024 | 0,51% | 76,60 % | 77,00 % | 500 000 | 100 000 | 500 000 | 100 000 | 387 746 CHF | 77 949 CHF | 99,37% | 99,37% |
12/07/2024 | 0,50% | 79,55 % | 79,95 % | 500 000 | 100 000 | 500 000 | 100 000 | 395 115 CHF | 79 423 CHF | 99,38% | 99,38% |
11/07/2024 | 0,50% | 79,85 % | 80,25 % | 500 000 | 100 000 | 500 000 | 100 000 | 397 964 CHF | 79 993 CHF | 99,38% | 99,38% |
10/07/2024 | 0,51% | 79,45 % | 79,85 % | 500 000 | 100 000 | 500 000 | 100 000 | 390 630 CHF | 78 526 CHF | 99,38% | 99,38% |
09/07/2024 | 0,50% | 78,00 % | 78,40 % | 500 000 | 100 000 | 500 000 | 100 000 | 397 667 CHF | 79 933 CHF | 99,37% | 99,37% |
08/07/2024 | 0,50% | 80,90 % | 81,30 % | 500 000 | 100 000 | 500 000 | 100 000 | 400 220 CHF | 80 444 CHF | 99,35% | 99,35% |
05/07/2024 | 0,49% | 80,30 % | 80,70 % | 500 000 | 100 000 | 500 000 | 100 000 | 407 509 CHF | 81 902 CHF | 99,38% | 99,38% |
04/07/2024 | 0,52% | 76,20 % | 76,60 % | 500 000 | 100 000 | 500 000 | 100 000 | 383 409 CHF | 77 082 CHF | 99,38% | 99,38% |
03/07/2024 | 0,53% | 76,55 % | 76,95 % | 500 000 | 100 000 | 500 000 | 100 000 | 378 071 CHF | 76 013 CHF | 99,38% | 99,38% |