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 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 015 CHF | 488 015 CHF | 99,99% | 99,99% |
14/08/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 710 CHF | 483 710 CHF | 99,50% | 99,50% |
13/08/2024 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 328 CHF | 481 328 CHF | 100,00% | 100,00% |
12/08/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 668 CHF | 481 668 CHF | 99,61% | 99,61% |
09/08/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 621 CHF | 479 621 CHF | 99,99% | 99,99% |
08/08/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 575 CHF | 476 575 CHF | 99,99% | 99,99% |
07/08/2024 | 0,84% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 461 CHF | 478 461 CHF | 100,00% | 100,00% |
06/08/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 855 CHF | 478 855 CHF | 99,97% | 99,97% |
02/08/2024 | 1,03% | 95,40 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 201 CHF | 488 201 CHF | 99,99% | 99,99% |
31/07/2024 | 1,29% | 98,40 % | 99,20 % | 500 000 | 500 000 | 283 903 | 283 903 | 279 266 CHF | 281 775 CHF | 61,80% | 61,80% |