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 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 440 CHF | 494 940 CHF | 99,38% | 99,38% |
15/07/2024 | 0,50% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 055 CHF | 496 555 CHF | 99,37% | 99,37% |
12/07/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 354 CHF | 495 854 CHF | 90,89% | 90,89% |
11/07/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 213 CHF | 494 713 CHF | 99,37% | 99,37% |
10/07/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 643 CHF | 492 143 CHF | 99,36% | 99,36% |
09/07/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 901 CHF | 493 401 CHF | 67,72% | 67,72% |
08/07/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 093 CHF | 493 593 CHF | 99,37% | 99,37% |
05/07/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 435 CHF | 493 935 CHF | 99,08% | 99,08% |
04/07/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 701 CHF | 493 201 CHF | 98,56% | 98,56% |
03/07/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 985 CHF | 492 485 CHF | 99,34% | 99,34% |