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 | 0,76% | 104,50 % | 105,30 % | 500 000 | 500 000 | 499 085 | 499 085 | 523 651 CHF | 527 647 CHF | 99,21% | 99,21% |
16/07/2024 | 0,77% | 104,90 % | 105,70 % | 500 000 | 500 000 | 496 308 | 496 308 | 519 758 CHF | 523 744 CHF | 99,62% | 99,62% |
15/07/2024 | 0,95% | 104,40 % | 105,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 448 CHF | 526 448 CHF | 100,00% | 100,00% |
12/07/2024 | 0,95% | 104,70 % | 105,70 % | 500 000 | 500 000 | 498 896 | 498 896 | 521 474 CHF | 526 467 CHF | 100,00% | 100,00% |
11/07/2024 | 0,77% | 104,90 % | 105,70 % | 500 000 | 500 000 | 494 814 | 494 814 | 518 366 CHF | 522 347 CHF | 99,51% | 99,51% |
10/07/2024 | 0,76% | 104,60 % | 105,40 % | 500 000 | 500 000 | 499 899 | 499 899 | 521 359 CHF | 525 359 CHF | 100,00% | 100,00% |
09/07/2024 | 0,96% | 103,60 % | 104,60 % | 500 000 | 500 000 | 499 161 | 499 161 | 517 548 CHF | 522 543 CHF | 99,58% | 99,58% |
08/07/2024 | 0,96% | 103,50 % | 104,50 % | 500 000 | 500 000 | 498 729 | 498 729 | 516 236 CHF | 521 229 CHF | 100,00% | 100,00% |
05/07/2024 | 0,77% | 104,10 % | 104,90 % | 500 000 | 500 000 | 498 825 | 498 825 | 517 382 CHF | 521 377 CHF | 100,00% | 100,00% |
04/07/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 498 617 | 498 617 | 514 284 CHF | 518 279 CHF | 99,45% | 99,45% |