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% | 94,60 % | 95,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 301 CHF | 474 551 CHF | 99,38% | 99,38% |
15/07/2024 | 0,52% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 139 CHF | 478 600 CHF | 99,37% | 99,37% |
12/07/2024 | 0,51% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 743 CHF | 476 142 CHF | 99,39% | 99,39% |
11/07/2024 | 0,48% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 068 CHF | 475 348 CHF | 99,37% | 99,37% |
10/07/2024 | 0,48% | 94,60 % | 95,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 998 CHF | 474 248 CHF | 99,37% | 99,37% |
09/07/2024 | 0,48% | 93,95 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 463 CHF | 474 716 CHF | 99,38% | 99,38% |
08/07/2024 | 0,48% | 94,25 % | 94,70 % | 500 000 | 500 000 | 500 000 | 499 978 | 470 654 CHF | 472 887 CHF | 99,34% | 99,34% |
05/07/2024 | 0,53% | 94,75 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 662 CHF | 477 160 CHF | 99,34% | 99,34% |
04/07/2024 | 0,49% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 629 CHF | 475 964 CHF | 99,17% | 99,17% |
03/07/2024 | 0,49% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 782 CHF | 475 085 CHF | 99,17% | 99,17% |