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 | - | 64,80 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,78% |
15/07/2024 | 1,95% | 65,30 % | 68,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 332 640 CHF | 339 190 CHF | 1,78% | 100,00% |
12/07/2024 | 1,68% | 68,50 % | 69,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 347 310 CHF | 353 175 CHF | 100,00% | 100,00% |
11/07/2024 | 1,74% | 68,90 % | 70,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 342 010 CHF | 347 985 CHF | 99,35% | 99,35% |
10/07/2024 | 0,38% | 81,50 % | 81,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 406 112 CHF | 407 662 CHF | 100,00% | 100,00% |
09/07/2024 | 0,37% | 83,00 % | 83,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 923 CHF | 419 473 CHF | 100,00% | 100,00% |
08/07/2024 | 0,36% | 84,10 % | 84,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 427 CHF | 426 975 CHF | 100,00% | 100,00% |
05/07/2024 | 0,37% | 83,50 % | 83,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 437 CHF | 419 987 CHF | 97,13% | 97,13% |
04/07/2024 | 0,37% | 83,30 % | 83,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 522 CHF | 421 072 CHF | 98,90% | 98,90% |
03/07/2024 | 1,04% | 80,20 % | 80,51 % | 500 000 | 500 000 | 499 739 | 499 739 | 392 957 CHF | 397 058 CHF | 100,00% | 100,00% |