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 | 0,52% | 86,85 % | 87,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 141 CHF | 437 391 CHF | 99,37% | 99,37% |
15/07/2024 | 0,51% | 86,15 % | 86,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 979 CHF | 431 190 CHF | 99,38% | 99,38% |
12/07/2024 | 0,49% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 285 CHF | 475 618 CHF | 99,38% | 99,38% |
11/07/2024 | 0,48% | 94,10 % | 94,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 837 CHF | 472 087 CHF | 99,38% | 99,38% |
10/07/2024 | 0,48% | 93,25 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 736 CHF | 466 986 CHF | 99,38% | 99,38% |
09/07/2024 | 0,48% | 93,20 % | 93,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 603 CHF | 470 853 CHF | 99,37% | 99,37% |
08/07/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 593 CHF | 472 843 CHF | 99,35% | 99,35% |
05/07/2024 | 0,51% | 94,00 % | 94,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 063 CHF | 477 507 CHF | 99,38% | 99,38% |
04/07/2024 | 0,48% | 94,65 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 693 CHF | 473 943 CHF | 99,38% | 99,38% |
03/07/2024 | 0,48% | 94,00 % | 94,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 886 CHF | 471 136 CHF | 99,38% | 99,38% |