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 | 0,66% | 105,87 % | 106,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 246 CHF | 532 746 CHF | 89,71% | 89,71% |
15/07/2024 | 0,66% | 105,86 % | 106,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 448 CHF | 532 948 CHF | 100,00% | 100,00% |
12/07/2024 | 0,66% | 105,86 % | 106,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 213 CHF | 532 713 CHF | 78,49% | 78,49% |
11/07/2024 | 0,66% | 105,83 % | 106,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 056 CHF | 532 556 CHF | 100,00% | 100,00% |
10/07/2024 | 0,66% | 105,73 % | 106,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 574 CHF | 532 074 CHF | 94,72% | 94,72% |
09/07/2024 | 0,66% | 105,70 % | 106,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 582 CHF | 532 082 CHF | 97,76% | 97,76% |
08/07/2024 | 0,66% | 105,68 % | 106,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 444 CHF | 531 944 CHF | 99,78% | 99,78% |
05/07/2024 | 0,66% | 105,68 % | 106,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 471 CHF | 531 971 CHF | 100,00% | 100,00% |
04/07/2024 | 0,66% | 105,72 % | 106,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 509 CHF | 532 009 CHF | 98,26% | 98,26% |
03/07/2024 | 0,66% | 105,74 % | 106,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 832 CHF | 532 332 CHF | 100,00% | 100,00% |