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 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 579 CHF | 482 579 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 546 CHF | 483 546 CHF | 100,00% | 100,00% |
12/07/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 776 CHF | 484 776 CHF | 100,00% | 100,00% |
11/07/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 673 CHF | 485 673 CHF | 100,00% | 100,00% |
10/07/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 016 CHF | 486 016 CHF | 100,00% | 100,00% |
09/07/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 443 CHF | 484 443 CHF | 99,59% | 99,59% |
08/07/2024 | 0,83% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 195 CHF | 485 195 CHF | 100,00% | 100,00% |
05/07/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 111 CHF | 487 111 CHF | 100,00% | 100,00% |
04/07/2024 | 0,82% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 603 CHF | 488 603 CHF | 99,45% | 99,45% |
03/07/2024 | 0,84% | 95,40 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 642 CHF | 480 642 CHF | 100,00% | 100,00% |