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% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 538 CHF | 502 038 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 411 CHF | 501 911 CHF | 97,08% | 97,08% |
13/08/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 555 CHF | 492 055 CHF | 99,17% | 99,17% |
12/08/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 516 CHF | 495 016 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 701 CHF | 493 201 CHF | 99,17% | 99,17% |
08/08/2024 | 0,52% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 178 CHF | 486 678 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 987 CHF | 488 487 CHF | 99,15% | 99,15% |
06/08/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 084 CHF | 482 584 CHF | 99,14% | 99,14% |
02/08/2024 | 0,51% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 887 CHF | 490 387 CHF | 97,59% | 97,59% |
31/07/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 381 CHF | 496 881 CHF | 45,18% | 45,18% |