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 | 0,36% | 86,10 % | 86,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 795 CHF | 430 345 CHF | 99,77% | 99,77% |
15/07/2024 | 0,35% | 87,30 % | 87,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 541 CHF | 437 089 CHF | 100,00% | 100,00% |
12/07/2024 | 0,36% | 86,20 % | 86,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 545 CHF | 427 088 CHF | 100,00% | 100,00% |
11/07/2024 | 0,37% | 83,80 % | 84,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 649 CHF | 421 191 CHF | 100,00% | 100,00% |
10/07/2024 | 0,37% | 85,70 % | 86,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 194 CHF | 422 744 CHF | 100,00% | 100,00% |
09/07/2024 | 0,37% | 83,50 % | 83,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 326 CHF | 419 876 CHF | 100,00% | 100,00% |
08/07/2024 | 0,37% | 83,20 % | 83,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 487 CHF | 422 036 CHF | 100,00% | 100,00% |
05/07/2024 | 0,37% | 84,10 % | 84,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 416 532 CHF | 418 082 CHF | 100,00% | 100,00% |
04/07/2024 | 0,37% | 82,70 % | 83,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 029 CHF | 416 579 CHF | 99,45% | 99,45% |
03/07/2024 | 0,36% | 84,20 % | 84,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 415 CHF | 427 965 CHF | 100,00% | 100,00% |