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 | - | 70,40 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,83% |
15/07/2024 | 1,65% | 71,00 % | 73,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 360 398 CHF | 366 398 CHF | 1,28% | 100,00% |
12/07/2024 | 1,39% | 74,30 % | 75,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 151 CHF | 381 397 CHF | 100,00% | 100,00% |
11/07/2024 | 1,44% | 74,70 % | 75,80 % | 500 000 | 500 000 | 499 737 | 499 737 | 371 049 CHF | 376 418 CHF | 99,35% | 99,35% |
10/07/2024 | 0,34% | 87,10 % | 87,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 202 CHF | 435 702 CHF | 100,00% | 100,00% |
09/07/2024 | 0,34% | 88,30 % | 88,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 629 CHF | 446 129 CHF | 100,00% | 100,00% |
08/07/2024 | 0,33% | 89,20 % | 89,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 115 CHF | 452 615 CHF | 100,00% | 100,00% |
05/07/2024 | 0,34% | 88,70 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 371 CHF | 445 871 CHF | 97,13% | 97,13% |
04/07/2024 | 0,34% | 88,80 % | 89,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 639 CHF | 448 139 CHF | 98,90% | 98,90% |
03/07/2024 | 0,40% | 85,50 % | 85,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 919 CHF | 423 592 CHF | 100,00% | 100,00% |