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% | 82,30 % | 82,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 820 CHF | 414 820 CHF | 99,38% | 99,38% |
15/07/2024 | 0,49% | 81,65 % | 82,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 406 788 CHF | 408 788 CHF | 99,38% | 99,38% |
12/07/2024 | 0,49% | 92,30 % | 92,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 681 CHF | 460 931 CHF | 99,38% | 99,38% |
11/07/2024 | 0,49% | 91,10 % | 91,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 601 CHF | 456 851 CHF | 99,38% | 99,38% |
10/07/2024 | 0,50% | 90,10 % | 90,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 650 CHF | 450 900 CHF | 99,38% | 99,38% |
09/07/2024 | 0,50% | 89,95 % | 90,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 010 CHF | 455 260 CHF | 99,37% | 99,37% |
08/07/2024 | 0,49% | 90,80 % | 91,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 418 CHF | 457 668 CHF | 99,35% | 99,35% |
05/07/2024 | 0,49% | 90,90 % | 91,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 830 CHF | 463 080 CHF | 99,38% | 99,38% |
04/07/2024 | 0,49% | 91,70 % | 92,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 882 CHF | 459 132 CHF | 99,38% | 99,38% |
03/07/2024 | 0,49% | 91,00 % | 91,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 678 CHF | 455 928 CHF | 99,38% | 99,38% |