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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 654 CHF | 499 154 CHF | 99,16% | 99,16% |
14/08/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 622 CHF | 496 122 CHF | 97,09% | 97,09% |
13/08/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 809 CHF | 492 309 CHF | 99,17% | 99,17% |
12/08/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 260 CHF | 494 760 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 094 CHF | 492 594 CHF | 99,17% | 99,17% |
08/08/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 499 970 | 500 000 | 486 972 CHF | 489 501 CHF | 99,17% | 99,17% |
07/08/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 766 CHF | 492 266 CHF | 99,17% | 99,17% |
06/08/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 312 CHF | 483 812 CHF | 99,13% | 99,13% |
02/08/2024 | 0,50% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 580 CHF | 499 080 CHF | 97,65% | 97,65% |
31/07/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 919 CHF | 503 419 CHF | 99,17% | 99,17% |