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% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 609 CHF | 495 109 CHF | 99,93% | 99,93% |
14/08/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 784 CHF | 494 284 CHF | 98,32% | 98,32% |
13/08/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 970 CHF | 491 470 CHF | 99,91% | 99,91% |
12/08/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 454 CHF | 489 954 CHF | 100,00% | 100,00% |
09/08/2024 | 1,02% | 97,30 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 472 CHF | 491 472 CHF | 99,91% | 99,91% |
08/08/2024 | 1,03% | 97,15 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 398 CHF | 488 398 CHF | 99,86% | 99,86% |
07/08/2024 | 1,03% | 96,95 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 728 CHF | 488 728 CHF | 99,71% | 99,71% |
06/08/2024 | 1,04% | 96,10 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 811 CHF | 483 811 CHF | 98,81% | 98,81% |
02/08/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 725 CHF | 487 225 CHF | 99,64% | 99,64% |
30/07/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 176 CHF | 493 676 CHF | 100,00% | 100,00% |