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 | 0,64% | 77,57 % | 78,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 139 CHF | 391 639 CHF | 100,00% | 100,00% |
14/08/2024 | 0,64% | 78,23 % | 78,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 654 CHF | 392 154 CHF | 98,24% | 98,24% |
13/08/2024 | 0,64% | 77,52 % | 78,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 548 CHF | 392 048 CHF | 100,00% | 100,00% |
12/08/2024 | 0,63% | 78,72 % | 79,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 394 455 CHF | 396 955 CHF | 98,29% | 98,29% |
09/08/2024 | 0,63% | 79,07 % | 79,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 996 CHF | 399 496 CHF | 100,00% | 100,00% |
08/08/2024 | 0,63% | 79,39 % | 79,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 394 583 CHF | 397 083 CHF | 99,88% | 99,88% |
07/08/2024 | 0,63% | 79,75 % | 80,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 307 CHF | 399 807 CHF | 99,41% | 99,41% |
06/08/2024 | 0,64% | 78,34 % | 78,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 023 CHF | 394 523 CHF | 99,96% | 99,96% |
02/08/2024 | 0,63% | 79,16 % | 79,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 925 CHF | 396 425 CHF | 99,94% | 99,94% |
30/07/2024 | 0,64% | 78,29 % | 78,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 391 336 CHF | 393 836 CHF | 100,00% | 100,00% |