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% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 361 CHF | 489 361 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 607 CHF | 492 607 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 196 CHF | 494 196 CHF | 100,00% | 100,00% |
11/07/2024 | 0,82% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 499 750 | 487 640 CHF | 491 395 CHF | 100,00% | 100,00% |
10/07/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 634 CHF | 489 634 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 655 CHF | 489 655 CHF | 99,58% | 99,58% |
08/07/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 605 CHF | 490 605 CHF | 100,00% | 100,00% |
05/07/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 700 CHF | 491 700 CHF | 100,00% | 100,00% |
04/07/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 250 CHF | 492 250 CHF | 99,45% | 99,45% |
03/07/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 103 CHF | 491 103 CHF | 100,00% | 100,00% |