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 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 495 CHF | 492 995 CHF | 99,86% | 99,86% |
15/07/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 807 CHF | 495 307 CHF | 100,00% | 100,00% |
12/07/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 384 CHF | 495 884 CHF | 100,00% | 100,00% |
11/07/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 926 CHF | 495 426 CHF | 99,93% | 99,93% |
10/07/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 256 CHF | 494 756 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 226 CHF | 494 726 CHF | 100,00% | 100,00% |
08/07/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 883 CHF | 495 383 CHF | 100,00% | 100,00% |
05/07/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 742 CHF | 495 242 CHF | 100,00% | 100,00% |
04/07/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 611 CHF | 495 111 CHF | 100,00% | 100,00% |
03/07/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 004 CHF | 495 504 CHF | 100,00% | 100,00% |