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 | 0,63% | 94,80 % | 95,40 % | 500 000 | 500 000 | 499 174 | 499 174 | 473 614 CHF | 476 610 CHF | 99,99% | 99,99% |
15/07/2024 | 0,62% | 95,60 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 660 CHF | 487 660 CHF | 100,00% | 100,00% |
12/07/2024 | 0,62% | 97,50 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 422 CHF | 487 422 CHF | 99,99% | 99,99% |
11/07/2024 | 0,62% | 96,30 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 542 CHF | 482 542 CHF | 99,99% | 99,99% |
10/07/2024 | 0,63% | 95,70 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 367 CHF | 479 367 CHF | 100,00% | 100,00% |
09/07/2024 | 0,63% | 95,10 % | 95,70 % | 500 000 | 500 000 | 498 937 | 498 937 | 477 411 CHF | 480 405 CHF | 100,00% | 100,00% |
08/07/2024 | 0,63% | 95,10 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 562 CHF | 479 562 CHF | 100,00% | 100,00% |
05/07/2024 | 0,63% | 94,70 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 436 CHF | 479 436 CHF | 100,00% | 100,00% |
04/07/2024 | 0,63% | 95,50 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 916 CHF | 479 916 CHF | 99,45% | 99,45% |
03/07/2024 | 0,63% | 95,30 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 556 CHF | 477 556 CHF | 99,99% | 99,99% |