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 | 1,03% | 96,50 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 377 CHF | 486 377 CHF | 100,00% | 100,00% |
15/07/2024 | 1,04% | 95,60 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 460 CHF | 485 460 CHF | 100,00% | 100,00% |
12/07/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 668 CHF | 483 668 CHF | 100,00% | 100,00% |
11/07/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 691 CHF | 488 691 CHF | 100,00% | 100,00% |
10/07/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 501 CHF | 507 501 CHF | 100,00% | 100,00% |
09/07/2024 | 0,99% | 100,50 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 354 CHF | 507 354 CHF | 99,27% | 99,27% |
08/07/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 036 CHF | 504 036 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 318 CHF | 503 318 CHF | 100,00% | 100,00% |
04/07/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 706 CHF | 502 706 CHF | 99,45% | 99,45% |
03/07/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 067 CHF | 502 067 CHF | 100,00% | 100,00% |