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 | 0,38% | 77,70 % | 78,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 390 470 CHF | 391 970 CHF | 99,78% | 99,78% |
15/07/2024 | 0,39% | 77,40 % | 77,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 029 CHF | 388 529 CHF | 100,00% | 100,00% |
12/07/2024 | 0,38% | 77,90 % | 78,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 454 CHF | 393 954 CHF | 100,00% | 100,00% |
11/07/2024 | 0,38% | 78,90 % | 79,20 % | 500 000 | 500 000 | 499 734 | 499 734 | 390 828 CHF | 392 328 CHF | 99,36% | 99,36% |
10/07/2024 | 0,35% | 84,90 % | 85,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 557 CHF | 425 057 CHF | 100,00% | 100,00% |
09/07/2024 | 0,35% | 86,30 % | 86,60 % | 500 000 | 500 000 | 499 736 | 499 736 | 431 256 CHF | 432 756 CHF | 100,00% | 100,00% |
08/07/2024 | 0,34% | 86,90 % | 87,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 496 CHF | 439 996 CHF | 100,00% | 100,00% |
05/07/2024 | 0,35% | 86,70 % | 87,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 916 CHF | 435 416 CHF | 97,13% | 97,13% |
04/07/2024 | 0,34% | 87,00 % | 87,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 873 CHF | 438 373 CHF | 98,90% | 98,90% |
03/07/2024 | 0,36% | 84,40 % | 84,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 311 CHF | 418 811 CHF | 100,00% | 100,00% |