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 | 0,33% | 94,20 % | 94,50 % | 500 000 | 500 000 | 494 961 | 494 961 | 466 506 CHF | 467 994 CHF | 99,49% | 99,49% |
15/07/2024 | 0,32% | 94,90 % | 95,20 % | 500 000 | 500 000 | 494 970 | 494 970 | 472 777 CHF | 474 265 CHF | 100,00% | 100,00% |
12/07/2024 | 0,32% | 96,10 % | 96,40 % | 500 000 | 500 000 | 494 970 | 494 970 | 473 278 CHF | 474 766 CHF | 100,00% | 100,00% |
11/07/2024 | 0,32% | 95,60 % | 95,90 % | 500 000 | 500 000 | 494 970 | 494 960 | 474 044 CHF | 475 523 CHF | 100,00% | 100,00% |
10/07/2024 | 0,46% | 94,30 % | 94,60 % | 500 000 | 500 000 | 494 970 | 494 970 | 461 641 CHF | 463 706 CHF | 100,00% | 100,00% |
09/07/2024 | 0,76% | 92,30 % | 93,20 % | 500 000 | 500 000 | 495 442 | 495 404 | 458 345 CHF | 461 748 CHF | 100,00% | 100,00% |
08/07/2024 | 0,33% | 93,90 % | 94,20 % | 500 000 | 500 000 | 494 970 | 494 970 | 465 116 CHF | 466 603 CHF | 100,00% | 100,00% |
05/07/2024 | 0,33% | 93,60 % | 93,90 % | 500 000 | 500 000 | 494 969 | 494 969 | 467 069 CHF | 468 557 CHF | 100,00% | 100,00% |
04/07/2024 | 0,33% | 93,60 % | 93,90 % | 500 000 | 500 000 | 494 942 | 494 942 | 463 286 CHF | 464 774 CHF | 99,45% | 99,45% |
03/07/2024 | 0,33% | 94,00 % | 94,30 % | 500 000 | 500 000 | 494 969 | 494 969 | 463 765 CHF | 465 253 CHF | 100,00% | 100,00% |