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 | 0,48% | 71,95 % | 72,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 363 081 CHF | 364 831 CHF | 99,37% | 99,37% |
15/07/2024 | 0,49% | 71,75 % | 72,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 358 331 CHF | 360 081 CHF | 99,38% | 99,38% |
12/07/2024 | 0,48% | 73,00 % | 73,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 370 235 CHF | 372 005 CHF | 90,88% | 90,88% |
11/07/2024 | 0,49% | 73,55 % | 73,90 % | 500 000 | 500 000 | 500 000 | 499 988 | 365 697 CHF | 367 482 CHF | 98,88% | 98,88% |
10/07/2024 | 0,52% | 86,05 % | 86,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 990 CHF | 431 240 CHF | 99,35% | 99,35% |
09/07/2024 | 0,51% | 86,95 % | 87,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 725 CHF | 438 975 CHF | 67,71% | 67,71% |
08/07/2024 | 0,50% | 88,35 % | 88,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 219 CHF | 447 469 CHF | 99,37% | 99,37% |
05/07/2024 | 0,51% | 88,20 % | 88,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 565 CHF | 444 815 CHF | 98,69% | 98,69% |
04/07/2024 | 0,50% | 87,95 % | 88,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 309 CHF | 447 559 CHF | 98,55% | 98,55% |
03/07/2024 | 0,48% | 85,25 % | 85,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 888 CHF | 423 925 CHF | 99,34% | 99,34% |