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 | 0,83% | 96,90 % | 97,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 356 CHF | 488 406 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 96,90 % | 97,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 421 CHF | 489 471 CHF | 100,00% | 100,00% |
12/07/2024 | 1,02% | 97,60 % | 98,60 % | 500 000 | 500 000 | 500 000 | 499 030 | 487 721 CHF | 491 766 CHF | 100,00% | 100,00% |
11/07/2024 | 1,02% | 97,80 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 194 CHF | 492 194 CHF | 100,00% | 100,00% |
10/07/2024 | 0,83% | 97,00 % | 97,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 866 CHF | 488 916 CHF | 100,00% | 100,00% |
09/07/2024 | 0,83% | 96,60 % | 97,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 326 CHF | 488 376 CHF | 99,58% | 99,58% |
08/07/2024 | 1,03% | 96,80 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 491 CHF | 489 491 CHF | 100,00% | 100,00% |
05/07/2024 | 1,03% | 97,20 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 012 CHF | 490 012 CHF | 99,99% | 99,99% |
04/07/2024 | 0,83% | 96,90 % | 97,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 950 CHF | 488 000 CHF | 99,45% | 99,45% |
03/07/2024 | 0,84% | 96,50 % | 97,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 485 CHF | 484 535 CHF | 100,00% | 100,00% |