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 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 163 CHF | 490 163 CHF | 99,83% | 99,83% |
15/07/2024 | 0,82% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 086 CHF | 488 086 CHF | 100,00% | 100,00% |
12/07/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 069 CHF | 491 069 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 653 CHF | 494 653 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 084 CHF | 493 084 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 550 CHF | 492 550 CHF | 100,00% | 100,00% |
08/07/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 660 CHF | 491 660 CHF | 100,00% | 100,00% |
05/07/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 355 CHF | 496 355 CHF | 97,13% | 97,13% |
04/07/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 351 CHF | 498 351 CHF | 99,45% | 99,45% |
03/07/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 012 CHF | 500 012 CHF | 100,00% | 100,00% |