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 | 0,23% | 99,39 % | 99,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 910 CHF | 498 060 CHF | 99,83% | 99,83% |
15/07/2024 | 0,23% | 99,09 % | 99,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 757 CHF | 496 909 CHF | 100,00% | 100,00% |
12/07/2024 | 0,23% | 99,29 % | 99,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 318 CHF | 497 475 CHF | 100,00% | 100,00% |
11/07/2024 | 0,23% | 99,29 % | 99,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 424 CHF | 497 582 CHF | 100,00% | 100,00% |
10/07/2024 | 0,23% | 99,19 % | 99,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 239 CHF | 497 389 CHF | 100,00% | 100,00% |
09/07/2024 | 0,23% | 99,29 % | 99,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 770 CHF | 497 920 CHF | 100,00% | 100,00% |
08/07/2024 | 0,23% | 99,29 % | 99,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 481 CHF | 497 633 CHF | 100,00% | 100,00% |
05/07/2024 | 0,23% | 99,19 % | 99,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 286 CHF | 497 436 CHF | 100,00% | 100,00% |
04/07/2024 | 0,23% | 99,19 % | 99,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 327 CHF | 497 477 CHF | 99,45% | 99,45% |
03/07/2024 | 0,23% | 99,19 % | 99,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 254 CHF | 497 404 CHF | 100,00% | 100,00% |