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 | 0,47% | 105,90 % | 106,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 692 CHF | 532 192 CHF | 88,78% | 88,78% |
15/07/2024 | 0,47% | 106,04 % | 106,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 324 CHF | 532 824 CHF | 99,07% | 99,07% |
12/07/2024 | 0,47% | 106,02 % | 106,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 442 CHF | 531 942 CHF | 78,76% | 78,76% |
11/07/2024 | 0,47% | 105,99 % | 106,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 091 CHF | 533 591 CHF | 99,08% | 99,08% |
10/07/2024 | 0,47% | 106,19 % | 106,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 389 CHF | 533 889 CHF | 93,81% | 93,81% |
09/07/2024 | 0,47% | 106,22 % | 106,72 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 281 CHF | 533 781 CHF | 96,85% | 96,85% |
08/07/2024 | 0,47% | 106,17 % | 106,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 435 CHF | 532 935 CHF | 98,36% | 98,36% |
05/07/2024 | 0,47% | 106,09 % | 106,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 560 CHF | 533 060 CHF | 99,18% | 99,18% |
04/07/2024 | 0,47% | 106,09 % | 106,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 636 CHF | 533 136 CHF | 97,44% | 97,44% |
03/07/2024 | 0,47% | 106,08 % | 106,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 229 CHF | 531 729 CHF | 99,18% | 99,18% |