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 | 0,97% | 113,20 % | 114,30 % | 500 000 | 500 000 | 499 045 | 499 045 | 562 292 CHF | 567 782 CHF | 99,99% | 99,99% |
15/07/2024 | 0,96% | 113,60 % | 114,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 572 738 CHF | 578 238 CHF | 99,70% | 99,70% |
12/07/2024 | 0,96% | 114,60 % | 115,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 570 159 CHF | 575 659 CHF | 100,00% | 100,00% |
11/07/2024 | 0,97% | 113,30 % | 114,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 565 646 CHF | 571 146 CHF | 99,56% | 99,56% |
10/07/2024 | 0,99% | 111,80 % | 112,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 554 702 CHF | 560 202 CHF | 100,00% | 100,00% |
09/07/2024 | 0,98% | 110,60 % | 111,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 556 086 CHF | 561 586 CHF | 100,00% | 100,00% |
08/07/2024 | 0,99% | 110,60 % | 111,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 553 329 CHF | 558 829 CHF | 99,99% | 99,99% |
05/07/2024 | 0,99% | 110,20 % | 111,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 555 005 CHF | 560 505 CHF | 100,00% | 100,00% |
04/07/2024 | 0,99% | 111,00 % | 112,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 553 348 CHF | 558 848 CHF | 99,45% | 99,45% |
03/07/2024 | 0,99% | 110,40 % | 111,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 552 007 CHF | 557 507 CHF | 100,00% | 100,00% |