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% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 101 CHF | 498 601 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 885 CHF | 498 385 CHF | 97,09% | 97,09% |
13/08/2024 | 0,52% | 96,25 % | 96,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 322 CHF | 482 822 CHF | 99,17% | 99,17% |
12/08/2024 | 0,52% | 97,00 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 940 CHF | 486 440 CHF | 99,17% | 99,17% |
09/08/2024 | 0,52% | 96,45 % | 96,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 264 CHF | 484 764 CHF | 99,17% | 99,17% |
08/08/2024 | 0,49% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 863 CHF | 475 198 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 704 CHF | 477 131 CHF | 99,16% | 99,16% |
06/08/2024 | 0,48% | 93,80 % | 94,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 019 CHF | 471 269 CHF | 99,14% | 99,14% |
02/08/2024 | 0,52% | 94,55 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 428 CHF | 479 915 CHF | 97,61% | 97,61% |
31/07/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 440 CHF | 490 940 CHF | 99,16% | 99,16% |