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 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 227 CHF | 497 227 CHF | 99,77% | 99,77% |
15/07/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 683 CHF | 497 683 CHF | 99,70% | 99,70% |
12/07/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 626 CHF | 497 626 CHF | 99,38% | 99,38% |
11/07/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 203 CHF | 495 203 CHF | 99,63% | 99,63% |
10/07/2024 | 1,02% | 97,50 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 502 CHF | 491 502 CHF | 100,00% | 100,00% |
09/07/2024 | 1,03% | 96,50 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 526 CHF | 488 526 CHF | 99,59% | 99,59% |
08/07/2024 | 0,83% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 334 CHF | 486 334 CHF | 100,00% | 100,00% |
05/07/2024 | 0,82% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 165 CHF | 488 165 CHF | 100,00% | 100,00% |
04/07/2024 | 1,04% | 96,20 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 472 CHF | 485 472 CHF | 99,45% | 99,45% |
03/07/2024 | 1,03% | 96,30 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 845 CHF | 486 845 CHF | 100,00% | 100,00% |