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% | 103,67 % | 104,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 228 CHF | 520 728 CHF | 89,72% | 89,72% |
15/07/2024 | 0,48% | 103,64 % | 104,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 478 CHF | 520 978 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 103,67 % | 104,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 167 CHF | 520 667 CHF | 78,49% | 78,49% |
11/07/2024 | 0,48% | 103,62 % | 104,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 992 CHF | 520 492 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 103,53 % | 104,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 439 CHF | 519 939 CHF | 94,72% | 94,72% |
09/07/2024 | 0,48% | 103,48 % | 103,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 648 CHF | 520 148 CHF | 97,76% | 97,76% |
08/07/2024 | 0,48% | 103,49 % | 103,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 484 CHF | 519 984 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 103,48 % | 103,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 490 CHF | 519 990 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 103,49 % | 103,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 352 CHF | 519 852 CHF | 98,25% | 98,25% |
03/07/2024 | 0,48% | 103,42 % | 103,92 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 071 CHF | 519 571 CHF | 100,00% | 100,00% |