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 | 1,19% | 93,00 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 499 CHF | 464 976 CHF | 99,83% | 99,83% |
15/07/2024 | 1,13% | 92,30 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 199 CHF | 466 451 CHF | 100,00% | 100,00% |
12/07/2024 | 1,11% | 93,10 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 807 CHF | 466 950 CHF | 100,00% | 100,00% |
11/07/2024 | 1,27% | 92,80 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 393 CHF | 463 248 CHF | 100,00% | 100,00% |
10/07/2024 | 1,34% | 89,80 % | 91,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 798 CHF | 455 870 CHF | 100,00% | 100,00% |
09/07/2024 | 1,51% | 87,70 % | 89,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 339 CHF | 450 087 CHF | 100,00% | 100,00% |
08/07/2024 | 1,12% | 91,60 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 081 CHF | 465 280 CHF | 100,00% | 100,00% |
05/07/2024 | 0,67% | 92,90 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 276 CHF | 473 427 CHF | 100,00% | 100,00% |
04/07/2024 | 0,63% | 93,70 % | 94,60 % | 500 000 | 500 000 | 500 000 | 499 939 | 470 965 CHF | 473 868 CHF | 99,45% | 99,45% |
03/07/2024 | 0,84% | 94,70 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 651 CHF | 472 592 CHF | 100,00% | 100,00% |