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 | 0,48% | 104,17 % | 104,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 697 CHF | 523 197 CHF | 89,72% | 89,72% |
15/07/2024 | 0,48% | 104,18 % | 104,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 640 CHF | 523 140 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 104,25 % | 104,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 054 CHF | 522 554 CHF | 78,76% | 78,76% |
11/07/2024 | 0,48% | 104,15 % | 104,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 373 CHF | 523 873 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 104,06 % | 104,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 223 CHF | 522 723 CHF | 94,73% | 94,73% |
09/07/2024 | 0,48% | 103,98 % | 104,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 944 CHF | 522 444 CHF | 97,75% | 97,75% |
08/07/2024 | 0,48% | 104,04 % | 104,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 147 CHF | 522 647 CHF | 99,76% | 99,76% |
05/07/2024 | 0,48% | 103,78 % | 104,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 658 CHF | 522 158 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 103,95 % | 104,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 903 CHF | 522 403 CHF | 98,26% | 98,26% |
03/07/2024 | 0,48% | 103,81 % | 104,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 568 CHF | 521 068 CHF | 100,00% | 100,00% |