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 | 0,81% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 577 CHF | 498 577 CHF | 99,83% | 99,83% |
15/07/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 619 CHF | 500 619 CHF | 100,00% | 100,00% |
12/07/2024 | 1,00% | 99,30 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 198 CHF | 500 198 CHF | 100,00% | 100,00% |
11/07/2024 | 1,01% | 99,00 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 991 CHF | 499 991 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 159 CHF | 501 159 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 074 CHF | 502 074 CHF | 100,00% | 100,00% |
08/07/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 978 CHF | 501 978 CHF | 96,64% | 96,64% |
05/07/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 449 CHF | 502 449 CHF | 97,13% | 97,13% |
04/07/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 564 CHF | 502 564 CHF | 99,46% | 99,46% |
03/07/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 610 CHF | 502 610 CHF | 100,00% | 100,00% |