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% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 124 CHF | 490 624 CHF | 99,37% | 99,37% |
15/07/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 778 CHF | 494 278 CHF | 99,38% | 99,38% |
12/07/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 369 CHF | 493 869 CHF | 90,89% | 90,89% |
11/07/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 507 CHF | 492 007 CHF | 99,37% | 99,37% |
10/07/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 156 CHF | 490 656 CHF | 99,36% | 99,36% |
09/07/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 985 CHF | 491 485 CHF | 67,73% | 67,73% |
08/07/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 357 CHF | 490 857 CHF | 99,38% | 99,38% |
05/07/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 300 CHF | 490 800 CHF | 99,08% | 99,08% |
04/07/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 514 CHF | 491 014 CHF | 98,56% | 98,56% |
03/07/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 354 CHF | 489 854 CHF | 99,34% | 99,34% |