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 | 0,81% | 98,10 % | 98,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 121 CHF | 247 121 CHF | 100,00% | 100,00% |
15/07/2024 | 0,81% | 98,00 % | 98,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 038 CHF | 247 038 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 630 CHF | 496 630 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 312 CHF | 495 312 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 265 961 | 265 961 | 262 843 CHF | 264 971 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 98,90 % | 99,70 % | 250 000 | 250 000 | 418 370 | 418 370 | 414 003 CHF | 417 350 CHF | 99,58% | 99,58% |
08/07/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 498 553 | 498 553 | 492 336 CHF | 496 325 CHF | 96,64% | 96,64% |
05/07/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 857 CHF | 503 857 CHF | 99,34% | 99,34% |
04/07/2024 | 0,80% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 009 CHF | 505 009 CHF | 99,45% | 99,45% |
03/07/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 487 759 | 487 759 | 491 402 CHF | 495 304 CHF | 100,00% | 100,00% |