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 | 0,40% | 99,10 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 252 CHF | 497 252 CHF | 99,83% | 99,83% |
15/07/2024 | 0,40% | 99,00 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 300 CHF | 497 300 CHF | 100,00% | 100,00% |
12/07/2024 | 0,40% | 99,00 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 693 CHF | 496 693 CHF | 100,00% | 100,00% |
11/07/2024 | 0,40% | 99,10 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 378 CHF | 497 378 CHF | 100,00% | 100,00% |
10/07/2024 | 0,40% | 98,90 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 394 CHF | 497 394 CHF | 100,00% | 100,00% |
09/07/2024 | 0,40% | 99,20 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 706 CHF | 497 706 CHF | 100,00% | 100,00% |
08/07/2024 | 0,40% | 99,00 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 345 CHF | 497 345 CHF | 96,64% | 96,64% |
05/07/2024 | 0,40% | 99,10 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 522 CHF | 497 522 CHF | 97,13% | 97,13% |
04/07/2024 | 0,40% | 99,20 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 885 CHF | 497 885 CHF | 99,46% | 99,46% |
03/07/2024 | 0,40% | 99,10 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 500 CHF | 497 500 CHF | 100,00% | 100,00% |