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% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 766 CHF | 498 266 CHF | 99,38% | 99,38% |
15/07/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 465 CHF | 497 965 CHF | 99,38% | 99,38% |
12/07/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 188 CHF | 499 688 CHF | 90,88% | 90,88% |
11/07/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 604 CHF | 499 104 CHF | 99,38% | 99,38% |
10/07/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 523 CHF | 500 023 CHF | 99,36% | 99,36% |
09/07/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 105 CHF | 503 605 CHF | 67,63% | 67,63% |