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% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 031 CHF | 493 531 CHF | 99,83% | 99,83% |
15/07/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 191 CHF | 493 691 CHF | 100,00% | 100,00% |
12/07/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 388 CHF | 492 888 CHF | 100,00% | 100,00% |
11/07/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 875 CHF | 491 375 CHF | 100,00% | 100,00% |
10/07/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 873 CHF | 489 373 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 408 CHF | 488 908 CHF | 99,67% | 99,67% |
08/07/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 781 CHF | 488 281 CHF | 100,00% | 100,00% |
05/07/2024 | 0,51% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 654 CHF | 487 154 CHF | 97,13% | 97,13% |
04/07/2024 | 0,51% | 97,00 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 732 CHF | 487 232 CHF | 99,45% | 99,45% |
03/07/2024 | 0,52% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 772 CHF | 486 272 CHF | 100,00% | 100,00% |