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 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 499 995 | 480 671 CHF | 483 166 CHF | 99,37% | 99,37% |
15/07/2024 | 0,51% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 889 CHF | 489 389 CHF | 99,38% | 99,38% |
12/07/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 359 CHF | 488 859 CHF | 90,88% | 90,88% |
11/07/2024 | 0,52% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 263 CHF | 485 763 CHF | 99,38% | 99,38% |
10/07/2024 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 860 CHF | 483 360 CHF | 99,35% | 99,35% |
09/07/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 292 CHF | 484 792 CHF | 67,73% | 67,73% |
08/07/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 160 CHF | 483 660 CHF | 99,37% | 99,37% |
05/07/2024 | 0,52% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 030 CHF | 483 530 CHF | 99,07% | 99,07% |
04/07/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 420 CHF | 483 920 CHF | 98,55% | 98,55% |
03/07/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 616 CHF | 482 116 CHF | 99,34% | 99,34% |