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 | 0,48% | 93,80 % | 94,25 % | 500 000 | 500 000 | 500 000 | 499 941 | 468 919 CHF | 471 114 CHF | 99,38% | 99,38% |
15/07/2024 | 0,51% | 94,25 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 620 CHF | 478 067 CHF | 99,38% | 99,38% |
12/07/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 858 CHF | 477 354 CHF | 90,88% | 90,88% |
11/07/2024 | 0,48% | 94,60 % | 95,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 502 CHF | 473 752 CHF | 99,38% | 99,38% |
10/07/2024 | 0,48% | 94,10 % | 94,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 805 CHF | 471 055 CHF | 99,36% | 99,36% |
09/07/2024 | 0,48% | 93,65 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 267 CHF | 472 517 CHF | 67,73% | 67,73% |
08/07/2024 | 0,48% | 93,70 % | 94,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 988 CHF | 471 238 CHF | 99,37% | 99,37% |
05/07/2024 | 0,48% | 93,40 % | 93,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 815 CHF | 471 065 CHF | 99,08% | 99,08% |
04/07/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 202 CHF | 471 452 CHF | 98,56% | 98,56% |
03/07/2024 | 0,48% | 93,75 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 014 CHF | 469 264 CHF | 99,34% | 99,34% |