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% | 96,35 % | 96,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 984 CHF | 480 484 CHF | 99,16% | 99,16% |
14/08/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 235 CHF | 480 735 CHF | 49,04% | 49,04% |
13/08/2024 | 0,48% | 94,65 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 886 CHF | 474 136 CHF | 99,17% | 99,17% |
12/08/2024 | 0,48% | 94,55 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 116 CHF | 475 405 CHF | 99,16% | 99,16% |
09/08/2024 | 0,49% | 94,65 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 882 CHF | 475 220 CHF | 99,16% | 99,16% |
08/08/2024 | 0,48% | 94,75 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 843 CHF | 473 111 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 221 CHF | 477 652 CHF | 99,03% | 99,03% |
06/08/2024 | 0,48% | 92,75 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 161 CHF | 465 411 CHF | 99,16% | 99,16% |
02/08/2024 | 0,51% | 93,95 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 862 CHF | 477 281 CHF | 97,09% | 97,09% |
30/07/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 601 CHF | 486 101 CHF | 99,38% | 99,38% |