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 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 648 CHF | 495 648 CHF | 100,00% | 100,00% |
15/07/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 601 CHF | 497 601 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 229 CHF | 500 229 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 795 CHF | 500 795 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 931 CHF | 503 931 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 405 CHF | 503 405 CHF | 99,58% | 99,58% |
08/07/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 183 CHF | 503 183 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 856 CHF | 503 856 CHF | 100,00% | 100,00% |
04/07/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 045 CHF | 512 045 CHF | 99,45% | 99,45% |
03/07/2024 | 0,98% | 101,50 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 404 CHF | 512 404 CHF | 100,00% | 100,00% |