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% | 106,08 % | 106,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 334 CHF | 532 834 CHF | 89,71% | 89,71% |
15/07/2024 | 0,47% | 105,92 % | 106,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 831 CHF | 532 331 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 105,85 % | 106,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 480 CHF | 531 980 CHF | 78,76% | 78,76% |
11/07/2024 | 0,47% | 105,95 % | 106,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 900 CHF | 532 400 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 105,99 % | 106,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 847 CHF | 532 347 CHF | 94,73% | 94,73% |
09/07/2024 | 0,47% | 105,89 % | 106,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 614 CHF | 532 114 CHF | 97,75% | 97,75% |
08/07/2024 | 0,47% | 105,74 % | 106,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 330 CHF | 531 830 CHF | 99,77% | 99,77% |
05/07/2024 | 0,47% | 105,93 % | 106,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 726 CHF | 532 226 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 106,00 % | 106,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 061 CHF | 532 561 CHF | 98,26% | 98,26% |
03/07/2024 | 0,47% | 105,95 % | 106,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 654 CHF | 532 154 CHF | 100,00% | 100,00% |