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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,02% | 97,70 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 563 CHF | 491 563 CHF | 99,81% | 99,81% |
16/07/2024 | 0,84% | 95,60 % | 96,40 % | 500 000 | 500 000 | 499 706 | 499 706 | 475 603 CHF | 479 602 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 499 898 | 499 898 | 477 592 CHF | 481 591 CHF | 99,99% | 99,99% |
12/07/2024 | 1,04% | 96,20 % | 97,20 % | 500 000 | 500 000 | 499 957 | 499 957 | 478 937 CHF | 483 937 CHF | 100,00% | 100,00% |
11/07/2024 | 1,06% | 95,90 % | 96,90 % | 500 000 | 500 000 | 499 972 | 499 972 | 471 451 CHF | 476 450 CHF | 100,00% | 100,00% |
10/07/2024 | 0,85% | 93,30 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 002 CHF | 470 002 CHF | 100,00% | 100,00% |
09/07/2024 | 0,86% | 93,00 % | 93,80 % | 500 000 | 500 000 | 499 950 | 499 950 | 464 219 CHF | 468 219 CHF | 99,58% | 99,58% |
08/07/2024 | 1,07% | 93,30 % | 94,30 % | 500 000 | 500 000 | 499 944 | 499 881 | 466 008 CHF | 470 949 CHF | 100,00% | 100,00% |
05/07/2024 | 1,03% | 95,80 % | 96,80 % | 500 000 | 500 000 | 499 901 | 499 901 | 482 116 CHF | 487 116 CHF | 100,00% | 100,00% |
04/07/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 242 CHF | 485 242 CHF | 99,45% | 99,45% |