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% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 609 CHF | 468 859 CHF | 99,38% | 99,38% |
15/07/2024 | 0,50% | 93,80 % | 94,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 196 CHF | 475 569 CHF | 99,38% | 99,38% |
12/07/2024 | 0,48% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 789 CHF | 475 068 CHF | 90,89% | 90,89% |
11/07/2024 | 0,48% | 94,15 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 494 CHF | 471 744 CHF | 99,38% | 99,38% |
10/07/2024 | 0,48% | 93,75 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 076 CHF | 469 326 CHF | 99,35% | 99,35% |
09/07/2024 | 0,48% | 93,35 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 485 CHF | 470 735 CHF | 67,73% | 67,73% |
08/07/2024 | 0,48% | 93,35 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 319 CHF | 469 569 CHF | 99,37% | 99,37% |
05/07/2024 | 0,48% | 93,10 % | 93,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 210 CHF | 469 460 CHF | 99,08% | 99,08% |
04/07/2024 | 0,48% | 93,55 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 614 CHF | 469 864 CHF | 98,56% | 98,56% |
03/07/2024 | 0,48% | 93,45 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 693 CHF | 467 943 CHF | 99,34% | 99,34% |