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 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 872 CHF | 493 372 CHF | 99,38% | 99,38% |
15/07/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 473 CHF | 492 973 CHF | 99,38% | 99,38% |
12/07/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 329 CHF | 493 829 CHF | 90,88% | 90,88% |
11/07/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 637 CHF | 493 137 CHF | 99,38% | 99,38% |
10/07/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 696 CHF | 494 196 CHF | 99,35% | 99,35% |
09/07/2024 | 0,50% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 787 CHF | 497 287 CHF | 67,72% | 67,72% |
08/07/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 169 CHF | 494 669 CHF | 99,38% | 99,38% |
05/07/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 396 CHF | 494 896 CHF | 99,08% | 99,08% |
04/07/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 641 CHF | 489 141 CHF | 98,56% | 98,56% |
03/07/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 094 CHF | 490 594 CHF | 99,34% | 99,34% |