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 | 0,53% | 74,95 % | 75,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 375 571 CHF | 377 563 CHF | 99,38% | 99,38% |
15/07/2024 | 0,49% | 74,75 % | 75,10 % | 500 000 | 100 000 | 500 000 | 100 000 | 372 893 CHF | 74 943 CHF | 99,38% | 99,38% |
12/07/2024 | 0,51% | 89,10 % | 89,55 % | 500 000 | 100 000 | 500 000 | 100 000 | 440 294 CHF | 88 509 CHF | 99,38% | 99,38% |
11/07/2024 | 0,52% | 86,90 % | 87,35 % | 500 000 | 100 000 | 500 000 | 100 000 | 433 247 CHF | 87 099 CHF | 99,38% | 99,38% |
10/07/2024 | 0,51% | 85,40 % | 85,85 % | 500 000 | 100 000 | 500 000 | 100 000 | 423 106 CHF | 85 051 CHF | 99,38% | 99,38% |
09/07/2024 | 0,52% | 84,75 % | 85,15 % | 500 000 | 100 000 | 500 000 | 100 000 | 429 677 CHF | 86 382 CHF | 99,37% | 99,37% |
08/07/2024 | 0,52% | 86,40 % | 86,85 % | 500 000 | 100 000 | 500 000 | 100 000 | 434 443 CHF | 87 339 CHF | 99,35% | 99,35% |
05/07/2024 | 0,51% | 86,70 % | 87,15 % | 500 000 | 100 000 | 500 000 | 100 000 | 443 986 CHF | 89 247 CHF | 99,38% | 99,38% |
04/07/2024 | 0,51% | 87,90 % | 88,35 % | 500 000 | 100 000 | 500 000 | 100 000 | 437 671 CHF | 87 984 CHF | 99,38% | 99,38% |
03/07/2024 | 0,52% | 87,00 % | 87,45 % | 500 000 | 100 000 | 500 000 | 100 000 | 432 362 CHF | 86 922 CHF | 99,38% | 99,38% |