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 | 0,46% | 108,99 % | 109,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 860 CHF | 547 360 CHF | 89,73% | 89,73% |
15/07/2024 | 0,46% | 108,97 % | 109,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 763 CHF | 547 263 CHF | 100,00% | 100,00% |
12/07/2024 | 0,46% | 108,98 % | 109,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 912 CHF | 547 412 CHF | 78,75% | 78,75% |
11/07/2024 | 0,46% | 108,94 % | 109,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 708 CHF | 547 208 CHF | 100,00% | 100,00% |
10/07/2024 | 0,46% | 108,89 % | 109,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 332 CHF | 546 832 CHF | 94,73% | 94,73% |
09/07/2024 | 0,46% | 108,83 % | 109,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 145 CHF | 546 645 CHF | 97,76% | 97,76% |
08/07/2024 | 0,46% | 108,82 % | 109,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 020 CHF | 546 520 CHF | 99,77% | 99,77% |
05/07/2024 | 0,46% | 108,76 % | 109,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 794 CHF | 546 294 CHF | 100,00% | 100,00% |
04/07/2024 | 0,46% | 108,76 % | 109,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 792 CHF | 546 292 CHF | 98,27% | 98,27% |
03/07/2024 | 0,46% | 108,74 % | 109,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 459 CHF | 545 959 CHF | 100,00% | 100,00% |