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% | 97,86 % | 98,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 575 CHF | 489 075 CHF | 89,72% | 89,72% |
15/07/2024 | 0,51% | 96,69 % | 97,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 490 CHF | 488 990 CHF | 100,00% | 100,00% |
12/07/2024 | 0,51% | 97,31 % | 97,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 492 CHF | 489 992 CHF | 78,49% | 78,49% |
11/07/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 792 CHF | 491 292 CHF | 100,00% | 100,00% |
10/07/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 063 CHF | 487 563 CHF | 94,73% | 94,73% |
09/07/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 242 CHF | 484 742 CHF | 97,75% | 97,75% |
08/07/2024 | 0,52% | 96,24 % | 96,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 254 CHF | 483 754 CHF | 99,79% | 99,79% |
05/07/2024 | 0,52% | 95,83 % | 96,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 769 CHF | 483 269 CHF | 100,00% | 100,00% |
04/07/2024 | 0,52% | 96,55 % | 97,05 % | 500 000 | 500 000 | 500 000 | 499 985 | 481 700 CHF | 484 186 CHF | 90,59% | 90,59% |
03/07/2024 | 0,52% | 95,97 % | 96,47 % | 500 000 | 500 000 | 500 000 | 499 907 | 481 311 CHF | 483 721 CHF | 100,00% | 100,00% |