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% | 103,36 % | 103,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 644 CHF | 519 144 CHF | 89,70% | 89,70% |
15/07/2024 | 0,48% | 103,29 % | 103,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 563 CHF | 519 063 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 103,33 % | 103,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 627 CHF | 519 127 CHF | 78,49% | 78,49% |
11/07/2024 | 0,48% | 103,38 % | 103,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 234 CHF | 518 734 CHF | 100,00% | 100,00% |
10/07/2024 | 0,48% | 103,15 % | 103,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 627 CHF | 518 127 CHF | 94,72% | 94,72% |
09/07/2024 | 0,48% | 103,00 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 429 CHF | 517 929 CHF | 97,76% | 97,76% |
08/07/2024 | 0,48% | 103,06 % | 103,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 057 CHF | 517 557 CHF | 99,78% | 99,78% |
05/07/2024 | 0,48% | 102,99 % | 103,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 487 CHF | 516 987 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 102,73 % | 103,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 127 CHF | 515 627 CHF | 98,25% | 98,25% |
03/07/2024 | 0,49% | 102,58 % | 103,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 715 CHF | 515 215 CHF | 100,00% | 100,00% |