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 | 0,50% | 89,50 % | 89,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 159 CHF | 450 409 CHF | 99,37% | 99,37% |
15/07/2024 | 0,51% | 89,05 % | 89,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 438 CHF | 445 688 CHF | 99,38% | 99,38% |
12/07/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 689 CHF | 479 189 CHF | 99,38% | 99,38% |
11/07/2024 | 0,51% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 126 CHF | 476 561 CHF | 99,38% | 99,38% |
10/07/2024 | 0,48% | 94,35 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 381 CHF | 472 631 CHF | 99,38% | 99,38% |
09/07/2024 | 0,52% | 94,75 % | 95,25 % | 500 000 | 500 000 | 500 000 | 499 943 | 474 212 CHF | 476 651 CHF | 99,37% | 99,37% |
08/07/2024 | 0,52% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 885 CHF | 477 365 CHF | 99,35% | 99,35% |
05/07/2024 | 0,52% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 351 CHF | 480 851 CHF | 99,38% | 99,38% |
04/07/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 753 CHF | 478 253 CHF | 99,38% | 99,38% |
03/07/2024 | 0,50% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 765 CHF | 476 156 CHF | 99,39% | 99,39% |