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% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 372 CHF | 503 872 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 885 CHF | 504 385 CHF | 97,09% | 97,09% |
13/08/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 744 CHF | 494 244 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 848 CHF | 497 348 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 587 CHF | 496 087 CHF | 99,16% | 99,16% |
08/08/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 499 960 | 486 888 CHF | 489 349 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 741 CHF | 491 241 CHF | 99,13% | 99,13% |
06/08/2024 | 0,52% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 747 CHF | 486 247 CHF | 99,15% | 99,15% |
02/08/2024 | 0,51% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 949 CHF | 492 449 CHF | 97,63% | 97,63% |
31/07/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 707 CHF | 500 207 CHF | 99,15% | 99,15% |