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% | 105,52 % | 106,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 894 CHF | 529 394 CHF | 89,73% | 89,73% |
15/07/2024 | 0,47% | 105,30 % | 105,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 799 CHF | 529 299 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 105,85 % | 106,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 753 CHF | 531 253 CHF | 78,76% | 78,76% |
11/07/2024 | 0,47% | 105,71 % | 106,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 336 CHF | 530 836 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 105,61 % | 106,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 966 CHF | 530 466 CHF | 94,73% | 94,73% |
09/07/2024 | 0,47% | 105,49 % | 105,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 349 CHF | 529 849 CHF | 97,75% | 97,75% |
08/07/2024 | 0,47% | 105,49 % | 105,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 574 CHF | 530 074 CHF | 99,77% | 99,77% |
05/07/2024 | 0,47% | 105,38 % | 105,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 757 CHF | 530 257 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 105,62 % | 106,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 934 CHF | 530 434 CHF | 98,27% | 98,27% |
03/07/2024 | 0,47% | 105,42 % | 105,92 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 057 CHF | 529 557 CHF | 100,00% | 100,00% |