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 | 0,63% | 127,60 % | 128,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 634 309 CHF | 638 309 CHF | 99,99% | 99,99% |
15/07/2024 | 0,62% | 127,70 % | 128,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 642 011 CHF | 646 011 CHF | 100,00% | 100,00% |
12/07/2024 | 0,78% | 127,80 % | 128,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 636 470 CHF | 641 470 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 126,60 % | 127,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 632 458 CHF | 637 458 CHF | 99,99% | 99,99% |
10/07/2024 | 0,64% | 125,70 % | 126,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 623 894 CHF | 627 894 CHF | 100,00% | 100,00% |
09/07/2024 | 0,64% | 124,70 % | 125,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 626 354 CHF | 630 354 CHF | 99,58% | 99,58% |
08/07/2024 | 0,80% | 124,30 % | 125,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 621 895 CHF | 626 895 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 123,60 % | 124,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 621 938 CHF | 626 938 CHF | 100,00% | 100,00% |
04/07/2024 | 0,64% | 124,30 % | 125,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 619 429 CHF | 623 429 CHF | 99,45% | 99,45% |
03/07/2024 | 0,64% | 124,00 % | 124,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 619 476 CHF | 623 476 CHF | 100,00% | 100,00% |