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 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 921 CHF | 496 421 CHF | 99,17% | 99,17% |
14/08/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 971 CHF | 495 471 CHF | 97,09% | 97,09% |
13/08/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 222 CHF | 492 722 CHF | 99,17% | 99,17% |
12/08/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 842 CHF | 495 342 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 159 CHF | 494 659 CHF | 99,17% | 99,17% |
08/08/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 785 CHF | 491 285 CHF | 99,17% | 99,17% |
07/08/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 313 CHF | 493 813 CHF | 99,17% | 99,17% |
06/08/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 392 CHF | 490 892 CHF | 99,16% | 99,16% |
02/08/2024 | 0,50% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 670 CHF | 497 170 CHF | 97,67% | 97,67% |
31/07/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 286 CHF | 500 786 CHF | 99,16% | 99,16% |