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% | 79,10 % | 79,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 128 CHF | 397 128 CHF | 99,17% | 99,17% |
14/08/2024 | 0,51% | 78,75 % | 79,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 394 652 CHF | 396 652 CHF | 97,09% | 97,09% |
13/08/2024 | 0,51% | 78,60 % | 79,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 391 856 CHF | 393 856 CHF | 99,16% | 99,16% |
12/08/2024 | 0,51% | 78,75 % | 79,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 394 875 CHF | 396 875 CHF | 99,17% | 99,17% |
09/08/2024 | 0,50% | 79,05 % | 79,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 398 900 CHF | 400 900 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 79,60 % | 80,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 579 CHF | 399 579 CHF | 99,15% | 99,15% |
07/08/2024 | 0,50% | 80,65 % | 81,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 422 CHF | 402 422 CHF | 99,14% | 99,14% |
06/08/2024 | 0,51% | 78,00 % | 78,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 807 CHF | 391 807 CHF | 99,13% | 99,13% |
02/08/2024 | 0,49% | 80,20 % | 80,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 738 CHF | 407 738 CHF | 97,61% | 97,61% |
31/07/2024 | 0,48% | 82,75 % | 83,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 365 CHF | 415 365 CHF | 99,16% | 99,16% |