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% | 105,51 % | 106,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 427 CHF | 528 927 CHF | 89,72% | 89,72% |
15/07/2024 | 0,47% | 105,02 % | 105,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 671 CHF | 529 171 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 105,78 % | 106,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 881 CHF | 531 381 CHF | 78,76% | 78,76% |
11/07/2024 | 0,47% | 106,21 % | 106,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 970 CHF | 532 470 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 105,86 % | 106,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 727 CHF | 530 227 CHF | 94,73% | 94,73% |
09/07/2024 | 0,47% | 105,57 % | 106,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 906 CHF | 532 406 CHF | 97,77% | 97,77% |
08/07/2024 | 0,47% | 105,64 % | 106,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 388 CHF | 531 888 CHF | 99,78% | 99,78% |
05/07/2024 | 0,47% | 106,52 % | 107,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 386 CHF | 536 886 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 107,11 % | 107,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 791 CHF | 537 291 CHF | 98,27% | 98,27% |
03/07/2024 | 0,47% | 106,74 % | 107,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 201 CHF | 535 701 CHF | 100,00% | 100,00% |