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 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 662 CHF | 493 162 CHF | 99,83% | 99,83% |
15/07/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 546 CHF | 498 046 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 252 CHF | 497 752 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 592 CHF | 497 092 CHF | 100,00% | 100,00% |
10/07/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 132 CHF | 495 632 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 543 CHF | 496 043 CHF | 99,67% | 99,67% |
08/07/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 839 CHF | 495 339 CHF | 100,00% | 100,00% |
05/07/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 043 CHF | 492 543 CHF | 100,00% | 100,00% |
04/07/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 451 CHF | 495 951 CHF | 99,46% | 99,46% |
03/07/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 539 CHF | 495 039 CHF | 100,00% | 100,00% |