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% | 103,70 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 160 CHF | 520 660 CHF | 99,37% | 99,37% |
15/07/2024 | 0,48% | 103,75 % | 104,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 644 CHF | 522 144 CHF | 99,37% | 99,37% |
12/07/2024 | 0,48% | 103,90 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 839 CHF | 522 339 CHF | 90,84% | 90,84% |
11/07/2024 | 0,48% | 103,85 % | 104,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 787 CHF | 521 287 CHF | 99,37% | 99,37% |
10/07/2024 | 0,48% | 103,70 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 946 CHF | 520 446 CHF | 99,35% | 99,35% |
09/07/2024 | 0,48% | 103,75 % | 104,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 490 CHF | 520 990 CHF | 67,72% | 67,72% |
08/07/2024 | 0,48% | 103,60 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 750 CHF | 520 250 CHF | 99,37% | 99,37% |
05/07/2024 | 0,48% | 103,65 % | 104,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 226 CHF | 519 726 CHF | 99,07% | 99,07% |
04/07/2024 | 0,48% | 103,45 % | 103,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 689 CHF | 519 189 CHF | 98,56% | 98,56% |
03/07/2024 | 0,48% | 103,05 % | 103,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 341 CHF | 517 841 CHF | 99,34% | 99,34% |