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 | 0,49% | 80,80 % | 81,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 238 CHF | 405 238 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 80,30 % | 80,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 604 CHF | 404 604 CHF | 97,08% | 97,08% |
13/08/2024 | 0,50% | 80,20 % | 80,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 399 509 CHF | 401 509 CHF | 99,17% | 99,17% |
12/08/2024 | 0,49% | 80,55 % | 80,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 984 CHF | 405 984 CHF | 99,17% | 99,17% |
09/08/2024 | 0,49% | 80,85 % | 81,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 861 CHF | 410 861 CHF | 99,16% | 99,16% |
08/08/2024 | 0,49% | 81,55 % | 81,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 137 CHF | 409 137 CHF | 99,15% | 99,15% |
07/08/2024 | 0,49% | 82,75 % | 83,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 229 CHF | 412 229 CHF | 99,15% | 99,15% |
06/08/2024 | 0,50% | 79,55 % | 79,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 507 CHF | 399 507 CHF | 99,14% | 99,14% |
02/08/2024 | 0,48% | 81,95 % | 82,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 430 CHF | 417 430 CHF | 97,61% | 97,61% |
31/07/2024 | 0,51% | 85,00 % | 85,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 487 CHF | 425 658 CHF | 45,17% | 45,17% |