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% | 105,12 % | 105,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 395 CHF | 527 895 CHF | 89,71% | 89,71% |
15/07/2024 | 0,48% | 104,80 % | 105,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 726 CHF | 527 226 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 104,77 % | 105,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 269 CHF | 526 769 CHF | 78,76% | 78,76% |
11/07/2024 | 0,47% | 105,41 % | 105,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 678 CHF | 529 178 CHF | 99,98% | 99,98% |
10/07/2024 | 0,47% | 105,15 % | 105,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 213 CHF | 527 713 CHF | 94,73% | 94,73% |
09/07/2024 | 0,47% | 104,75 % | 105,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 449 CHF | 527 949 CHF | 97,75% | 97,75% |
08/07/2024 | 0,47% | 104,77 % | 105,27 % | 500 000 | 500 000 | 499 876 | 500 000 | 525 000 CHF | 527 630 CHF | 99,77% | 99,77% |
05/07/2024 | 0,47% | 105,70 % | 106,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 634 CHF | 531 134 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 106,00 % | 106,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 277 CHF | 532 777 CHF | 98,26% | 98,26% |
03/07/2024 | 0,47% | 106,02 % | 106,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 684 CHF | 532 184 CHF | 100,00% | 100,00% |