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 | 0,47% | 106,80 % | 107,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 598 CHF | 536 098 CHF | 89,72% | 89,72% |
15/07/2024 | 0,47% | 106,73 % | 107,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 967 CHF | 536 467 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 106,72 % | 107,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 640 CHF | 536 140 CHF | 78,76% | 78,76% |
11/07/2024 | 0,47% | 106,70 % | 107,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 412 CHF | 535 912 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 106,56 % | 107,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 954 CHF | 535 454 CHF | 94,73% | 94,73% |
09/07/2024 | 0,47% | 106,58 % | 107,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 009 CHF | 535 509 CHF | 97,75% | 97,75% |
08/07/2024 | 0,47% | 106,50 % | 107,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 396 CHF | 534 896 CHF | 99,77% | 99,77% |
05/07/2024 | 0,47% | 106,66 % | 107,16 % | 500 000 | 500 000 | 499 980 | 500 000 | 532 520 CHF | 535 042 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 106,60 % | 107,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 123 CHF | 534 623 CHF | 98,27% | 98,27% |
03/07/2024 | 0,47% | 106,47 % | 106,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 971 CHF | 534 471 CHF | 100,00% | 100,00% |