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 | 0,48% | 104,09 % | 104,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 373 CHF | 522 873 CHF | 89,73% | 89,73% |
15/07/2024 | 0,48% | 104,05 % | 104,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 286 CHF | 522 786 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 104,04 % | 104,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 141 CHF | 522 641 CHF | 78,76% | 78,76% |
11/07/2024 | 0,48% | 104,02 % | 104,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 033 CHF | 522 533 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 103,98 % | 104,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 904 CHF | 522 404 CHF | 94,73% | 94,73% |
09/07/2024 | 0,48% | 103,99 % | 104,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 034 CHF | 522 534 CHF | 97,75% | 97,75% |
08/07/2024 | 0,48% | 104,01 % | 104,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 055 CHF | 522 555 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 103,87 % | 104,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 531 CHF | 522 031 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 103,90 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 489 CHF | 521 989 CHF | 98,27% | 98,27% |
03/07/2024 | 0,48% | 103,95 % | 104,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 648 CHF | 522 148 CHF | 100,00% | 100,00% |