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 | 0,30% | 81,98 % | 82,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 409 617 CHF | 410 867 CHF | 99,83% | 99,83% |
15/07/2024 | 0,30% | 82,08 % | 82,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 761 CHF | 414 009 CHF | 100,00% | 100,00% |
12/07/2024 | 0,30% | 82,18 % | 82,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 790 CHF | 413 033 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 82,58 % | 82,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 305 CHF | 411 547 CHF | 100,00% | 100,00% |
10/07/2024 | 0,31% | 81,38 % | 81,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 308 CHF | 406 558 CHF | 100,00% | 100,00% |
09/07/2024 | 0,31% | 81,08 % | 81,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 076 CHF | 409 326 CHF | 100,00% | 100,00% |
08/07/2024 | 0,31% | 80,58 % | 80,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 769 CHF | 405 017 CHF | 100,00% | 100,00% |
05/07/2024 | 0,31% | 80,58 % | 80,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 968 CHF | 404 218 CHF | 97,13% | 97,13% |
04/07/2024 | 0,37% | 80,28 % | 80,53 % | 500 000 | 500 000 | 472 442 | 472 442 | 379 412 CHF | 380 703 CHF | 99,45% | 99,45% |
03/07/2024 | 0,56% | 80,18 % | 80,83 % | 250 000 | 250 000 | 375 538 | 375 538 | 302 046 CHF | 303 482 CHF | 100,00% | 100,00% |