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 | 0,66% | 37,98 % | 38,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 188 633 CHF | 189 883 CHF | 99,83% | 99,83% |
15/07/2024 | 0,66% | 37,38 % | 37,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 189 643 CHF | 190 891 CHF | 100,00% | 100,00% |
12/07/2024 | 1,08% | 38,68 % | 39,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 193 401 CHF | 195 506 CHF | 100,00% | 100,00% |
11/07/2024 | 1,67% | 38,88 % | 39,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 194 124 CHF | 197 401 CHF | 100,00% | 100,00% |
10/07/2024 | 0,98% | 39,08 % | 39,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 190 787 CHF | 192 663 CHF | 100,00% | 100,00% |
09/07/2024 | 0,98% | 38,28 % | 38,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 195 076 CHF | 197 000 CHF | 100,00% | 100,00% |
08/07/2024 | 1,90% | 39,48 % | 40,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 194 940 CHF | 198 689 CHF | 100,00% | 100,00% |
05/07/2024 | 1,85% | 39,18 % | 39,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 200 334 CHF | 204 084 CHF | 97,13% | 97,13% |
04/07/2024 | 2,01% | 36,68 % | 37,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 185 089 CHF | 188 839 CHF | 99,46% | 99,46% |
03/07/2024 | 1,47% | 36,88 % | 37,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 182 799 CHF | 185 508 CHF | 100,00% | 100,00% |