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 | 1,44% | 68,50 % | 69,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 345 242 CHF | 350 242 CHF | 99,78% | 99,78% |
15/07/2024 | 1,45% | 68,30 % | 69,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 341 234 CHF | 346 234 CHF | 100,00% | 100,00% |
12/07/2024 | 1,35% | 69,30 % | 70,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 350 812 CHF | 355 583 CHF | 100,00% | 100,00% |
11/07/2024 | 1,38% | 69,80 % | 70,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 346 765 CHF | 351 558 CHF | 99,36% | 99,36% |
10/07/2024 | 0,37% | 81,00 % | 81,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 442 CHF | 404 942 CHF | 100,00% | 100,00% |
09/07/2024 | 0,36% | 81,70 % | 82,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 115 CHF | 413 615 CHF | 100,00% | 100,00% |
08/07/2024 | 0,35% | 83,20 % | 83,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 882 CHF | 423 382 CHF | 100,00% | 100,00% |
05/07/2024 | 0,36% | 82,90 % | 83,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 287 CHF | 416 787 CHF | 97,13% | 97,13% |
04/07/2024 | 0,36% | 83,30 % | 83,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 305 CHF | 420 805 CHF | 98,90% | 98,90% |
03/07/2024 | 0,38% | 80,00 % | 80,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 445 CHF | 394 945 CHF | 100,00% | 100,00% |