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% | 95,95 % | 96,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 761 CHF | 477 152 CHF | 99,17% | 99,17% |
14/08/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 924 CHF | 482 424 CHF | 97,08% | 97,08% |
13/08/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 320 CHF | 479 794 CHF | 99,17% | 99,17% |
12/08/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 629 CHF | 482 129 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 989 CHF | 478 444 CHF | 99,16% | 99,16% |
08/08/2024 | 0,51% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 113 CHF | 479 555 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 96,25 % | 96,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 373 CHF | 487 873 CHF | 99,17% | 99,17% |
06/08/2024 | 0,51% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 476 CHF | 486 976 CHF | 99,17% | 99,17% |
02/08/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 948 CHF | 499 448 CHF | 97,66% | 97,66% |
31/07/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 106 CHF | 499 606 CHF | 99,16% | 99,16% |