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 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 397 CHF | 492 897 CHF | 99,17% | 99,17% |
14/08/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 499 954 | 490 055 CHF | 492 509 CHF | 49,07% | 49,07% |
13/08/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 888 CHF | 494 388 CHF | 99,16% | 99,16% |
12/08/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 241 CHF | 495 741 CHF | 99,16% | 99,16% |
09/08/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 040 CHF | 495 540 CHF | 99,17% | 99,17% |
08/08/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 334 CHF | 495 834 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 345 CHF | 495 845 CHF | 99,16% | 99,16% |
06/08/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 061 CHF | 494 561 CHF | 99,16% | 99,16% |
02/08/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 110 CHF | 496 610 CHF | 97,12% | 97,12% |
31/07/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 263 CHF | 496 763 CHF | 40,35% | 40,35% |