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 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 473 CHF | 493 473 CHF | 100,00% | 100,00% |
15/07/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 569 CHF | 497 569 CHF | 100,00% | 100,00% |
12/07/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 792 CHF | 500 792 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 520 CHF | 502 520 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 230 CHF | 506 230 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 981 CHF | 504 981 CHF | 99,27% | 99,27% |
08/07/2024 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 950 CHF | 503 950 CHF | 100,00% | 100,00% |
05/07/2024 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 499 CHF | 503 499 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 486 CHF | 503 486 CHF | 99,45% | 99,45% |
03/07/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 874 CHF | 502 874 CHF | 100,00% | 100,00% |