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% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 245 CHF | 492 245 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 986 CHF | 491 986 CHF | 98,59% | 98,59% |
12/07/2024 | 1,03% | 96,80 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 742 CHF | 487 742 CHF | 100,00% | 100,00% |
11/07/2024 | 1,03% | 97,10 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 973 CHF | 487 973 CHF | 99,99% | 99,99% |
10/07/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 791 CHF | 488 791 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 142 CHF | 487 142 CHF | 99,27% | 99,27% |
08/07/2024 | 1,02% | 97,20 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 037 CHF | 492 037 CHF | 100,00% | 100,00% |
05/07/2024 | 1,01% | 97,80 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 421 CHF | 495 421 CHF | 96,58% | 96,58% |
04/07/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 602 CHF | 494 602 CHF | 99,45% | 99,45% |
03/07/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 926 CHF | 493 926 CHF | 100,00% | 100,00% |