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 | 0,51% | 98,59 % | 99,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 081 CHF | 491 581 CHF | 89,72% | 89,72% |
15/07/2024 | 0,51% | 97,79 % | 98,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 173 CHF | 491 673 CHF | 100,00% | 100,00% |
12/07/2024 | 0,51% | 98,98 % | 99,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 324 CHF | 493 824 CHF | 78,76% | 78,76% |
11/07/2024 | 0,51% | 98,29 % | 98,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 375 CHF | 487 875 CHF | 100,00% | 100,00% |
10/07/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 918 CHF | 482 418 CHF | 94,73% | 94,73% |
09/07/2024 | 0,52% | 94,16 % | 94,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 608 CHF | 478 108 CHF | 97,76% | 97,76% |
08/07/2024 | 0,51% | 97,33 % | 97,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 906 CHF | 491 406 CHF | 99,77% | 99,77% |
05/07/2024 | 0,50% | 98,77 % | 99,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 974 CHF | 500 474 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 99,48 % | 99,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 520 CHF | 500 020 CHF | 98,26% | 98,26% |
03/07/2024 | 0,50% | 99,44 % | 99,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 956 CHF | 497 456 CHF | 100,00% | 100,00% |