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 | 0,51% | 97,73 % | 98,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 066 CHF | 491 566 CHF | 89,71% | 89,71% |
15/07/2024 | 0,51% | 97,51 % | 98,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 673 CHF | 489 173 CHF | 91,02% | 91,02% |
12/07/2024 | 0,50% | 100,43 % | 100,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 045 CHF | 503 545 CHF | 78,48% | 78,48% |
11/07/2024 | 0,50% | 100,02 % | 100,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 814 CHF | 502 314 CHF | 100,00% | 100,00% |
10/07/2024 | 0,50% | 99,72 % | 100,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 342 CHF | 500 842 CHF | 94,72% | 94,72% |
09/07/2024 | 0,50% | 99,67 % | 100,17 % | 500 000 | 500 000 | 500 000 | 499 987 | 499 244 CHF | 501 730 CHF | 97,76% | 97,76% |
08/07/2024 | 0,50% | 99,88 % | 100,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 943 CHF | 502 443 CHF | 99,78% | 99,78% |
05/07/2024 | 0,50% | 99,98 % | 100,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 505 CHF | 504 005 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 100,11 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 191 CHF | 502 691 CHF | 98,25% | 98,25% |
03/07/2024 | 0,50% | 99,92 % | 100,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 990 CHF | 501 490 CHF | 100,00% | 100,00% |