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% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 303 CHF | 496 303 CHF | 100,00% | 100,00% |
15/07/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 725 CHF | 497 725 CHF | 100,00% | 100,00% |
12/07/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 428 CHF | 497 428 CHF | 100,00% | 100,00% |
11/07/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 307 CHF | 496 307 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 689 CHF | 493 689 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 975 CHF | 492 975 CHF | 99,58% | 99,58% |
08/07/2024 | 1,02% | 97,80 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 639 CHF | 494 639 CHF | 100,00% | 100,00% |
05/07/2024 | 1,02% | 97,60 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 665 CHF | 493 665 CHF | 100,00% | 100,00% |
04/07/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 002 CHF | 496 002 CHF | 99,45% | 99,45% |
03/07/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 454 CHF | 495 454 CHF | 100,00% | 100,00% |