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 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 215 CHF | 487 215 CHF | 99,81% | 99,81% |
16/07/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 421 CHF | 489 421 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 518 CHF | 489 518 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 785 CHF | 493 785 CHF | 100,00% | 100,00% |
11/07/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 391 CHF | 490 391 CHF | 99,99% | 99,99% |
10/07/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 952 CHF | 486 952 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 156 CHF | 487 156 CHF | 99,59% | 99,59% |
08/07/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 686 CHF | 488 686 CHF | 100,00% | 100,00% |
05/07/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 149 CHF | 490 149 CHF | 100,00% | 100,00% |
04/07/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 413 CHF | 492 413 CHF | 99,45% | 99,45% |