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 | 0,66% | 74,51 % | 75,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 377 314 CHF | 379 814 CHF | 86,42% | 86,42% |
15/07/2024 | 0,69% | 72,19 % | 72,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 362 607 CHF | 365 107 CHF | 28,19% | 28,19% |
12/07/2024 | 0,66% | 75,28 % | 75,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 379 117 CHF | 381 617 CHF | 29,08% | 29,08% |
11/07/2024 | 0,63% | 71,41 % | 71,91 % | 500 000 | 500 000 | 498 374 | 500 000 | 397 418 CHF | 401 076 CHF | 4,47% | 4,47% |
10/07/2024 | 0,53% | 93,81 % | 94,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 156 CHF | 470 656 CHF | 94,72% | 94,72% |
09/07/2024 | 0,52% | 94,74 % | 95,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 411 CHF | 477 911 CHF | 95,15% | 95,15% |
08/07/2024 | 0,52% | 95,95 % | 96,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 008 CHF | 485 508 CHF | 46,10% | 46,10% |
05/07/2024 | 0,52% | 95,73 % | 96,23 % | 500 000 | 500 000 | 500 000 | 499 980 | 480 952 CHF | 483 433 CHF | 53,59% | 53,59% |
04/07/2024 | 0,52% | 95,53 % | 96,03 % | 500 000 | 500 000 | 499 874 | 500 000 | 479 176 CHF | 481 795 CHF | 96,80% | 96,80% |
03/07/2024 | 0,58% | 85,41 % | 85,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 549 CHF | 432 049 CHF | 3,92% | 3,92% |