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% | 107,07 % | 107,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 606 CHF | 537 106 CHF | 89,70% | 89,70% |
15/07/2024 | 0,47% | 107,01 % | 107,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 290 CHF | 537 790 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 106,99 % | 107,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 890 CHF | 537 390 CHF | 78,76% | 78,76% |
11/07/2024 | 0,47% | 106,93 % | 107,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 641 CHF | 537 141 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 106,78 % | 107,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 895 CHF | 536 395 CHF | 94,73% | 94,73% |
09/07/2024 | 0,47% | 106,68 % | 107,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 745 CHF | 536 245 CHF | 97,76% | 97,76% |
08/07/2024 | 0,47% | 106,63 % | 107,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 960 CHF | 535 460 CHF | 99,78% | 99,78% |
05/07/2024 | 0,47% | 106,52 % | 107,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 583 CHF | 535 083 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 106,53 % | 107,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 749 CHF | 535 249 CHF | 98,27% | 98,27% |
03/07/2024 | 0,47% | 106,40 % | 106,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 097 CHF | 533 597 CHF | 100,00% | 100,00% |