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 | 0,49% | 90,75 % | 91,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 414 CHF | 456 664 CHF | 99,37% | 99,37% |
15/07/2024 | 0,50% | 90,35 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 138 CHF | 452 388 CHF | 99,38% | 99,38% |
12/07/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 588 CHF | 488 088 CHF | 99,38% | 99,38% |
11/07/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 864 CHF | 485 364 CHF | 99,37% | 99,37% |
10/07/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 949 CHF | 481 449 CHF | 99,38% | 99,38% |
09/07/2024 | 0,52% | 95,95 % | 96,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 833 CHF | 484 333 CHF | 99,37% | 99,37% |
08/07/2024 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 413 CHF | 485 913 CHF | 99,35% | 99,35% |
05/07/2024 | 0,51% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 964 CHF | 489 464 CHF | 99,37% | 99,37% |
04/07/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 411 CHF | 486 911 CHF | 99,38% | 99,38% |
03/07/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 337 CHF | 484 837 CHF | 99,38% | 99,38% |