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 | 0,88% | 90,20 % | 91,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 446 CHF | 457 446 CHF | 100,00% | 100,00% |
15/07/2024 | 0,89% | 89,80 % | 90,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 588 CHF | 452 588 CHF | 100,00% | 100,00% |
12/07/2024 | 1,09% | 90,30 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 667 CHF | 459 667 CHF | 100,00% | 100,00% |
11/07/2024 | 1,11% | 90,00 % | 91,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 653 CHF | 451 653 CHF | 99,85% | 99,85% |
10/07/2024 | 0,83% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 521 CHF | 486 521 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 649 CHF | 488 649 CHF | 99,27% | 99,27% |
08/07/2024 | 1,03% | 96,20 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 862 CHF | 487 862 CHF | 100,00% | 100,00% |
05/07/2024 | 1,04% | 95,40 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 559 CHF | 482 559 CHF | 100,00% | 100,00% |
04/07/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 499 735 | 499 735 | 475 898 CHF | 479 897 CHF | 99,45% | 99,45% |
03/07/2024 | 0,87% | 92,30 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 417 CHF | 463 417 CHF | 100,00% | 100,00% |