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 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 858 CHF | 499 358 CHF | 99,83% | 99,83% |
15/07/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 556 CHF | 499 056 CHF | 100,00% | 100,00% |
12/07/2024 | 0,31% | 99,30 % | 99,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 326 CHF | 497 869 CHF | 100,00% | 100,00% |
11/07/2024 | 0,31% | 99,20 % | 99,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 882 CHF | 497 424 CHF | 100,00% | 100,00% |
10/07/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 028 CHF | 497 528 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 354 CHF | 498 854 CHF | 100,00% | 100,00% |
08/07/2024 | 0,31% | 98,60 % | 98,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 029 CHF | 494 578 CHF | 100,00% | 100,00% |
05/07/2024 | 0,31% | 99,00 % | 99,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 528 CHF | 497 078 CHF | 97,13% | 97,13% |
04/07/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 997 CHF | 496 497 CHF | 99,45% | 99,45% |
03/07/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 472 CHF | 497 972 CHF | 100,00% | 100,00% |