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 | 1,86% | 41,48 % | 42,23 % | 500 000 | 500 000 | 494 978 | 494 978 | 202 205 CHF | 205 922 CHF | 99,83% | 99,83% |
15/07/2024 | 1,87% | 41,08 % | 41,83 % | 500 000 | 500 000 | 494 970 | 494 970 | 201 614 CHF | 205 329 CHF | 100,00% | 100,00% |
12/07/2024 | 1,84% | 41,38 % | 42,13 % | 500 000 | 500 000 | 494 970 | 494 970 | 204 289 CHF | 207 999 CHF | 100,00% | 100,00% |
11/07/2024 | 1,87% | 41,38 % | 42,13 % | 500 000 | 500 000 | 494 970 | 494 970 | 201 467 CHF | 205 174 CHF | 100,00% | 100,00% |
10/07/2024 | 1,87% | 40,68 % | 41,43 % | 500 000 | 500 000 | 494 970 | 494 970 | 201 808 CHF | 205 525 CHF | 100,00% | 100,00% |
09/07/2024 | 1,80% | 41,48 % | 42,23 % | 500 000 | 500 000 | 494 753 | 494 753 | 215 011 CHF | 218 836 CHF | 95,88% | 95,88% |
08/07/2024 | 1,82% | 45,48 % | 46,33 % | 500 000 | 500 000 | 494 939 | 494 939 | 227 563 CHF | 231 644 CHF | 99,39% | 99,39% |
05/07/2024 | 1,76% | 43,98 % | 44,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 221 458 CHF | 225 387 CHF | 86,63% | 86,63% |
04/07/2024 | 0,71% | 36,28 % | 36,53 % | 500 000 | 500 000 | 494 942 | 494 942 | 179 428 CHF | 180 668 CHF | 99,45% | 99,45% |
03/07/2024 | 0,72% | 36,88 % | 37,13 % | 500 000 | 500 000 | 494 969 | 494 969 | 178 202 CHF | 179 441 CHF | 100,00% | 100,00% |