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% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 499 995 | 472 258 CHF | 474 518 CHF | 99,37% | 99,37% |
15/07/2024 | 0,51% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 344 CHF | 476 747 CHF | 99,38% | 99,38% |
12/07/2024 | 0,50% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 064 CHF | 476 446 CHF | 90,88% | 90,88% |
11/07/2024 | 0,48% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 950 CHF | 473 227 CHF | 99,38% | 99,38% |
10/07/2024 | 0,48% | 93,75 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 706 CHF | 469 956 CHF | 99,36% | 99,36% |
09/07/2024 | 0,48% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 499 980 | 468 926 CHF | 471 157 CHF | 67,72% | 67,72% |
08/07/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 782 CHF | 472 032 CHF | 99,37% | 99,37% |
05/07/2024 | 0,51% | 94,55 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 242 CHF | 476 689 CHF | 99,07% | 99,07% |
04/07/2024 | 0,48% | 94,55 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 040 CHF | 475 302 CHF | 98,55% | 98,55% |
03/07/2024 | 0,48% | 94,25 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 650 CHF | 471 900 CHF | 99,34% | 99,34% |