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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 684 CHF | 477 684 CHF | 99,13% | 99,13% |
16/07/2024 | 0,84% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 420 CHF | 480 420 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 142 CHF | 483 142 CHF | 100,00% | 100,00% |
12/07/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 115 CHF | 482 115 CHF | 100,00% | 100,00% |
11/07/2024 | 0,84% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 170 CHF | 478 170 CHF | 100,00% | 100,00% |
10/07/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 846 CHF | 475 846 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 93,70 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 864 CHF | 473 864 CHF | 99,59% | 99,59% |
08/07/2024 | 0,85% | 93,80 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 568 CHF | 474 568 CHF | 100,00% | 100,00% |
05/07/2024 | 0,84% | 94,30 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 928 CHF | 476 928 CHF | 100,00% | 100,00% |
04/07/2024 | 0,84% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 702 CHF | 476 702 CHF | 99,45% | 99,45% |