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% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 036 CHF | 518 536 CHF | 89,71% | 89,71% |
15/07/2024 | 0,48% | 103,34 % | 103,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 440 CHF | 518 940 CHF | 99,99% | 99,99% |
12/07/2024 | 0,48% | 103,29 % | 103,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 349 CHF | 518 849 CHF | 78,76% | 78,76% |
11/07/2024 | 0,48% | 103,13 % | 103,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 221 CHF | 517 721 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 102,68 % | 103,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 097 CHF | 515 597 CHF | 94,73% | 94,73% |
09/07/2024 | 0,49% | 102,61 % | 103,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 485 CHF | 515 985 CHF | 97,76% | 97,76% |
08/07/2024 | 0,49% | 102,51 % | 103,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 802 CHF | 515 302 CHF | 99,77% | 99,77% |
05/07/2024 | 0,49% | 102,58 % | 103,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 267 CHF | 515 767 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 102,67 % | 103,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 686 CHF | 515 186 CHF | 98,26% | 98,26% |
03/07/2024 | 0,47% | 106,55 % | 107,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 755 CHF | 535 255 CHF | 100,00% | 100,00% |