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 | 0,48% | 103,73 % | 104,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 616 CHF | 521 116 CHF | 89,70% | 89,70% |
15/07/2024 | 0,48% | 103,48 % | 103,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 933 CHF | 520 433 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 103,44 % | 103,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 674 CHF | 519 174 CHF | 78,49% | 78,49% |
11/07/2024 | 0,48% | 103,71 % | 104,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 327 CHF | 520 827 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 103,58 % | 104,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 294 CHF | 519 794 CHF | 94,72% | 94,72% |
09/07/2024 | 0,48% | 103,19 % | 103,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 220 CHF | 519 720 CHF | 97,76% | 97,76% |
08/07/2024 | 0,48% | 103,14 % | 103,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 921 CHF | 519 421 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 103,88 % | 104,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 623 CHF | 522 123 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 104,20 % | 104,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 904 CHF | 523 404 CHF | 98,25% | 98,25% |
03/07/2024 | 0,48% | 104,12 % | 104,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 321 CHF | 522 821 CHF | 100,00% | 100,00% |