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 | 0,51% | 97,35 % | 97,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 855 CHF | 488 355 CHF | 99,38% | 99,38% |
15/07/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 453 CHF | 489 953 CHF | 99,38% | 99,38% |
12/07/2024 | 0,51% | 97,35 % | 97,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 113 CHF | 487 613 CHF | 90,88% | 90,88% |
11/07/2024 | 0,52% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 866 CHF | 486 366 CHF | 99,38% | 99,38% |
10/07/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 059 CHF | 486 559 CHF | 99,35% | 99,35% |
09/07/2024 | 0,51% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 636 CHF | 488 136 CHF | 67,72% | 67,72% |
08/07/2024 | 0,52% | 97,05 % | 97,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 099 CHF | 486 599 CHF | 99,37% | 99,37% |
05/07/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 499 884 | 483 622 CHF | 486 009 CHF | 99,08% | 99,08% |
04/07/2024 | 0,51% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 258 CHF | 486 758 CHF | 98,56% | 98,56% |
03/07/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 181 CHF | 484 681 CHF | 99,34% | 99,34% |