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 | 0,98% | 81,10 % | 81,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 087 CHF | 411 087 CHF | 99,78% | 99,78% |
15/07/2024 | 0,96% | 82,00 % | 82,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 226 CHF | 419 226 CHF | 100,00% | 100,00% |
12/07/2024 | 0,90% | 84,90 % | 85,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 505 CHF | 447 505 CHF | 99,74% | 99,74% |
11/07/2024 | 0,84% | 94,40 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 999 CHF | 475 999 CHF | 100,00% | 100,00% |
10/07/2024 | 0,85% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 398 CHF | 472 398 CHF | 100,00% | 100,00% |
09/07/2024 | 0,84% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 286 CHF | 480 286 CHF | 100,00% | 100,00% |
08/07/2024 | 0,85% | 93,50 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 241 CHF | 474 241 CHF | 100,00% | 100,00% |
05/07/2024 | 0,87% | 91,00 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 399 CHF | 459 399 CHF | 100,00% | 100,00% |
04/07/2024 | 0,87% | 91,10 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 760 CHF | 459 760 CHF | 99,45% | 99,45% |
03/07/2024 | 0,87% | 90,00 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 966 CHF | 460 966 CHF | 100,00% | 100,00% |