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 | 0,68% | 117,80 % | 118,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 585 541 CHF | 589 541 CHF | 100,00% | 100,00% |
15/07/2024 | 0,68% | 116,80 % | 117,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 586 113 CHF | 590 113 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 116,80 % | 117,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 579 485 CHF | 583 485 CHF | 100,00% | 100,00% |
11/07/2024 | 0,69% | 116,80 % | 117,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 581 294 CHF | 585 294 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 115,30 % | 116,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 573 827 CHF | 577 827 CHF | 100,00% | 100,00% |
09/07/2024 | 0,69% | 114,00 % | 114,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 575 994 CHF | 579 994 CHF | 99,59% | 99,59% |
08/07/2024 | 0,69% | 114,20 % | 115,00 % | 500 000 | 500 000 | 499 919 | 500 000 | 574 045 CHF | 578 139 CHF | 100,00% | 100,00% |
05/07/2024 | 0,69% | 115,10 % | 115,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 577 432 CHF | 581 432 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 115,90 % | 116,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 579 296 CHF | 583 296 CHF | 99,46% | 99,46% |
03/07/2024 | 0,69% | 115,30 % | 116,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 575 582 CHF | 579 582 CHF | 100,00% | 100,00% |