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% | 105,35 % | 105,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 971 CHF | 529 471 CHF | 89,70% | 89,70% |
15/07/2024 | 0,47% | 105,56 % | 106,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 446 CHF | 531 946 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 106,60 % | 107,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 155 CHF | 534 655 CHF | 78,76% | 78,76% |
11/07/2024 | 0,47% | 106,24 % | 106,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 129 CHF | 533 629 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 105,92 % | 106,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 278 CHF | 530 778 CHF | 94,73% | 94,73% |
09/07/2024 | 0,47% | 105,52 % | 106,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 007 CHF | 530 507 CHF | 97,76% | 97,76% |
08/07/2024 | 0,47% | 105,77 % | 106,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 505 CHF | 532 005 CHF | 99,78% | 99,78% |
05/07/2024 | 0,47% | 105,90 % | 106,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 555 CHF | 533 055 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 105,96 % | 106,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 368 CHF | 531 868 CHF | 98,25% | 98,25% |
03/07/2024 | 0,47% | 105,88 % | 106,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 758 CHF | 531 258 CHF | 99,99% | 99,99% |