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 | 0,32% | 93,20 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 659 CHF | 468 159 CHF | 100,00% | 100,00% |
16/07/2024 | 0,32% | 93,30 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 164 CHF | 467 664 CHF | 99,78% | 99,78% |
15/07/2024 | 0,32% | 93,10 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 492 CHF | 466 992 CHF | 100,00% | 100,00% |
12/07/2024 | 0,32% | 93,90 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 419 CHF | 470 919 CHF | 100,00% | 100,00% |
11/07/2024 | 0,32% | 93,70 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 250 CHF | 468 750 CHF | 100,00% | 100,00% |
10/07/2024 | 0,32% | 93,10 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 212 CHF | 468 712 CHF | 100,00% | 100,00% |
09/07/2024 | 0,32% | 93,30 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 444 CHF | 466 944 CHF | 100,00% | 100,00% |
08/07/2024 | 0,32% | 93,20 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 763 CHF | 465 263 CHF | 100,00% | 100,00% |
05/07/2024 | 0,32% | 93,60 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 346 CHF | 466 846 CHF | 100,00% | 100,00% |
04/07/2024 | 0,32% | 92,80 % | 93,10 % | 500 000 | 500 000 | 499 684 | 499 684 | 466 933 CHF | 468 433 CHF | 99,46% | 99,46% |