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 | 0,32% | 97,80 % | 98,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 199 CHF | 490 749 CHF | 99,83% | 99,83% |
15/07/2024 | 0,32% | 97,20 % | 97,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 305 CHF | 488 853 CHF | 100,00% | 100,00% |
12/07/2024 | 0,32% | 97,40 % | 97,71 % | 500 000 | 500 000 | 500 000 | 499 975 | 487 516 CHF | 489 035 CHF | 100,00% | 100,00% |
11/07/2024 | 0,31% | 98,30 % | 98,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 414 CHF | 492 957 CHF | 100,00% | 100,00% |
10/07/2024 | 0,32% | 98,30 % | 98,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 161 CHF | 491 711 CHF | 100,00% | 100,00% |
09/07/2024 | 0,32% | 97,50 % | 97,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 895 CHF | 491 445 CHF | 100,00% | 100,00% |
08/07/2024 | 0,32% | 97,40 % | 97,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 248 CHF | 489 796 CHF | 100,00% | 100,00% |
05/07/2024 | 0,32% | 98,10 % | 98,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 913 CHF | 492 463 CHF | 100,00% | 100,00% |
04/07/2024 | 0,31% | 99,20 % | 99,51 % | 500 000 | 500 000 | 500 000 | 499 720 | 496 159 CHF | 497 431 CHF | 99,45% | 99,45% |
03/07/2024 | 0,31% | 99,50 % | 99,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 748 CHF | 498 298 CHF | 100,00% | 100,00% |