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 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 525 CHF | 482 025 CHF | 99,16% | 99,16% |
14/08/2024 | 0,52% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 328 CHF | 481 828 CHF | 49,07% | 49,07% |
13/08/2024 | 0,52% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 862 CHF | 477 361 CHF | 99,16% | 99,16% |
12/08/2024 | 0,52% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 652 CHF | 478 152 CHF | 99,16% | 99,16% |
09/08/2024 | 0,51% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 800 CHF | 477 232 CHF | 99,16% | 99,16% |
08/08/2024 | 0,49% | 95,05 % | 95,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 297 CHF | 475 628 CHF | 99,16% | 99,16% |
07/08/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 399 CHF | 478 873 CHF | 99,16% | 99,16% |
06/08/2024 | 0,48% | 93,50 % | 93,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 723 CHF | 468 973 CHF | 99,16% | 99,16% |
02/08/2024 | 0,52% | 94,35 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 179 CHF | 478 658 CHF | 97,12% | 97,12% |
30/07/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 963 CHF | 485 463 CHF | 99,38% | 99,38% |