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 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 607 CHF | 480 107 CHF | 99,38% | 99,38% |
15/07/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 466 CHF | 482 966 CHF | 99,37% | 99,37% |
12/07/2024 | 0,52% | 96,55 % | 97,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 515 CHF | 483 015 CHF | 90,88% | 90,88% |
11/07/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 039 CHF | 480 539 CHF | 99,37% | 99,37% |
10/07/2024 | 0,49% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 139 CHF | 475 476 CHF | 99,35% | 99,35% |
09/07/2024 | 0,52% | 94,55 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 285 CHF | 477 749 CHF | 67,68% | 67,68% |
08/07/2024 | 0,52% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 558 CHF | 478 058 CHF | 99,38% | 99,38% |
05/07/2024 | 0,52% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 713 CHF | 479 213 CHF | 99,07% | 99,07% |
04/07/2024 | 0,51% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 019 CHF | 477 464 CHF | 98,55% | 98,55% |
03/07/2024 | 0,49% | 94,40 % | 94,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 412 CHF | 475 753 CHF | 99,34% | 99,34% |