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% | 85,30 % | 85,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 878 CHF | 425 968 CHF | 99,17% | 99,17% |
14/08/2024 | 0,51% | 84,70 % | 85,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 369 CHF | 426 522 CHF | 97,08% | 97,08% |
13/08/2024 | 0,48% | 84,60 % | 85,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 109 CHF | 425 148 CHF | 99,16% | 99,16% |
12/08/2024 | 0,49% | 84,55 % | 84,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 602 CHF | 425 698 CHF | 99,16% | 99,16% |
09/08/2024 | 0,51% | 84,90 % | 85,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 010 CHF | 428 176 CHF | 99,16% | 99,16% |
08/08/2024 | 0,49% | 85,50 % | 85,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 168 CHF | 426 259 CHF | 99,13% | 99,13% |
07/08/2024 | 0,52% | 86,30 % | 86,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 951 CHF | 429 177 CHF | 99,15% | 99,15% |
06/08/2024 | 0,51% | 84,60 % | 85,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 164 CHF | 429 366 CHF | 99,07% | 99,07% |
02/08/2024 | 0,52% | 85,30 % | 85,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 751 CHF | 435 001 CHF | 97,55% | 97,55% |
31/07/2024 | 0,50% | 89,85 % | 90,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 639 CHF | 453 889 CHF | 45,16% | 45,16% |