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 | 0,30% | 99,60 % | 99,90 % | 500 000 | 500 000 | 500 000 | 498 119 | 497 983 CHF | 497 605 CHF | 99,78% | 99,78% |
15/07/2024 | 0,30% | 99,60 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 638 CHF | 501 138 CHF | 100,00% | 100,00% |
12/07/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 915 CHF | 501 415 CHF | 100,00% | 100,00% |
11/07/2024 | 0,30% | 99,80 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 288 CHF | 499 788 CHF | 100,00% | 100,00% |
10/07/2024 | 0,30% | 99,70 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 788 CHF | 499 288 CHF | 100,00% | 100,00% |
09/07/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 488 CHF | 498 988 CHF | 100,00% | 100,00% |
08/07/2024 | 0,30% | 99,50 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 693 CHF | 499 193 CHF | 100,00% | 100,00% |
05/07/2024 | 0,30% | 99,50 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 334 CHF | 499 834 CHF | 97,13% | 97,13% |
04/07/2024 | 0,30% | 99,60 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 190 CHF | 498 690 CHF | 99,45% | 99,45% |
03/07/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 091 CHF | 498 591 CHF | 100,00% | 100,00% |