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 | 0,48% | 83,30 % | 83,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 484 CHF | 414 484 CHF | 99,37% | 99,37% |
14/08/2024 | 0,49% | 81,50 % | 81,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 550 CHF | 407 550 CHF | 99,38% | 99,38% |
13/08/2024 | 0,50% | 79,80 % | 80,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 664 CHF | 399 664 CHF | 99,37% | 99,37% |
12/08/2024 | 0,50% | 79,40 % | 79,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 034 CHF | 398 034 CHF | 99,38% | 99,38% |
09/08/2024 | 0,51% | 78,45 % | 78,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 406 CHF | 395 406 CHF | 99,37% | 99,37% |
08/08/2024 | 0,52% | 78,05 % | 78,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 348 CHF | 389 348 CHF | 99,34% | 99,34% |
07/08/2024 | 0,51% | 78,60 % | 79,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 004 CHF | 394 004 CHF | 99,33% | 99,33% |
06/08/2024 | 0,52% | 76,90 % | 77,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 383 101 CHF | 385 101 CHF | 99,32% | 99,32% |
02/08/2024 | 0,51% | 78,05 % | 78,45 % | 500 000 | 500 000 | 499 979 | 500 000 | 391 374 CHF | 393 391 CHF | 99,10% | 99,10% |
31/07/2024 | 0,49% | 80,45 % | 80,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 449 CHF | 405 449 CHF | 99,16% | 99,16% |