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 | 0,51% | 58,50 % | 58,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 290 956 CHF | 292 456 CHF | 99,38% | 99,38% |
14/08/2024 | 0,51% | 59,05 % | 59,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 292 859 CHF | 294 359 CHF | 99,37% | 99,37% |
13/08/2024 | 0,52% | 57,10 % | 57,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 285 992 CHF | 287 492 CHF | 99,38% | 99,38% |
12/08/2024 | 0,53% | 57,05 % | 57,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 283 511 CHF | 285 011 CHF | 99,38% | 99,38% |
09/08/2024 | 0,53% | 56,10 % | 56,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 283 388 CHF | 284 888 CHF | 99,37% | 99,37% |
08/08/2024 | 0,53% | 56,30 % | 56,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 282 093 CHF | 283 593 CHF | 99,36% | 99,36% |
07/08/2024 | 0,53% | 57,25 % | 57,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 283 716 CHF | 285 216 CHF | 99,37% | 99,37% |
06/08/2024 | 0,54% | 55,55 % | 55,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 279 324 CHF | 280 824 CHF | 99,38% | 99,38% |
02/08/2024 | 0,52% | 56,30 % | 56,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 286 036 CHF | 287 536 CHF | 99,16% | 99,16% |
31/07/2024 | 0,51% | 59,30 % | 59,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 295 762 CHF | 297 262 CHF | 99,16% | 99,16% |