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% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 775 CHF | 497 775 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 048 CHF | 499 048 CHF | 100,00% | 100,00% |
12/07/2024 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 851 CHF | 502 851 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 802 CHF | 501 802 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 664 CHF | 498 664 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 261 CHF | 498 261 CHF | 99,59% | 99,59% |
08/07/2024 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 233 CHF | 499 233 CHF | 100,00% | 100,00% |
05/07/2024 | 1,01% | 98,80 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 316 CHF | 498 316 CHF | 100,00% | 100,00% |
04/07/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 088 CHF | 495 088 CHF | 99,46% | 99,46% |
03/07/2024 | 0,82% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 490 CHF | 491 490 CHF | 100,00% | 100,00% |