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 | 0,82% | 98,10 % | 98,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 229 CHF | 493 279 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 98,20 % | 99,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 608 CHF | 495 656 CHF | 100,00% | 100,00% |
12/07/2024 | 0,83% | 97,80 % | 98,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 986 CHF | 492 029 CHF | 100,00% | 100,00% |
11/07/2024 | 0,83% | 97,10 % | 97,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 000 CHF | 487 042 CHF | 100,00% | 100,00% |
10/07/2024 | 0,84% | 95,70 % | 96,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 278 CHF | 482 328 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 94,50 % | 95,31 % | 500 000 | 500 000 | 500 000 | 499 941 | 474 954 CHF | 478 947 CHF | 99,25% | 99,25% |
08/07/2024 | 0,84% | 95,90 % | 96,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 521 CHF | 484 569 CHF | 100,00% | 100,00% |
05/07/2024 | 0,83% | 96,70 % | 97,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 175 CHF | 489 225 CHF | 100,00% | 100,00% |
04/07/2024 | 0,83% | 97,60 % | 98,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 870 CHF | 491 920 CHF | 99,45% | 99,45% |
03/07/2024 | 0,83% | 97,90 % | 98,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 408 CHF | 492 458 CHF | 100,00% | 100,00% |