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 | 0,47% | 84,60 % | 85,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 280 CHF | 424 280 CHF | 99,17% | 99,17% |
14/08/2024 | 0,49% | 84,15 % | 84,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 177 CHF | 424 250 CHF | 97,09% | 97,09% |
13/08/2024 | 0,49% | 83,15 % | 83,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 957 CHF | 421 003 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 85,05 % | 85,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 267 CHF | 426 415 CHF | 99,17% | 99,17% |
09/08/2024 | 0,48% | 84,50 % | 84,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 583 CHF | 421 583 CHF | 99,17% | 99,17% |
08/08/2024 | 0,49% | 82,50 % | 82,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 274 CHF | 407 274 CHF | 99,16% | 99,16% |
07/08/2024 | 0,48% | 83,20 % | 83,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 451 CHF | 416 451 CHF | 99,17% | 99,17% |
06/08/2024 | 0,50% | 79,65 % | 80,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 595 CHF | 399 595 CHF | 99,15% | 99,15% |
02/08/2024 | 0,49% | 80,85 % | 81,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 318 CHF | 409 318 CHF | 97,64% | 97,64% |
31/07/2024 | 0,48% | 83,70 % | 84,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 827 CHF | 417 827 CHF | 99,16% | 99,16% |