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 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 880 CHF | 496 380 CHF | 99,37% | 99,37% |
15/07/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 428 CHF | 495 928 CHF | 99,38% | 99,38% |
12/07/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 977 CHF | 497 477 CHF | 90,88% | 90,88% |
11/07/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 623 CHF | 496 123 CHF | 99,37% | 99,37% |
10/07/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 499 976 | 491 305 CHF | 493 781 CHF | 99,36% | 99,36% |
09/07/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 642 CHF | 493 142 CHF | 67,72% | 67,72% |
08/07/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 889 CHF | 493 389 CHF | 99,37% | 99,37% |
05/07/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 590 CHF | 495 090 CHF | 99,08% | 99,08% |
04/07/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 815 CHF | 494 315 CHF | 98,56% | 98,56% |
03/07/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 102 CHF | 493 602 CHF | 99,33% | 99,33% |