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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 729 CHF | 486 729 CHF | 99,11% | 99,11% |
16/07/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 859 CHF | 488 859 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 116 CHF | 488 116 CHF | 100,00% | 100,00% |
12/07/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 752 CHF | 490 752 CHF | 100,00% | 100,00% |
11/07/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 324 CHF | 489 324 CHF | 100,00% | 100,00% |
10/07/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 834 CHF | 488 834 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 212 CHF | 488 212 CHF | 99,58% | 99,58% |
08/07/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 294 CHF | 487 294 CHF | 100,00% | 100,00% |
05/07/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 375 CHF | 487 375 CHF | 100,00% | 100,00% |
04/07/2024 | 0,82% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 318 CHF | 489 318 CHF | 99,46% | 99,46% |