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% | 85,30 % | 85,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 088 CHF | 426 205 CHF | 99,17% | 99,17% |
14/08/2024 | 0,48% | 84,15 % | 84,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 411 CHF | 421 411 CHF | 97,09% | 97,09% |
13/08/2024 | 0,48% | 83,00 % | 83,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 046 CHF | 415 046 CHF | 99,17% | 99,17% |
12/08/2024 | 0,49% | 83,05 % | 83,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 338 CHF | 413 338 CHF | 99,17% | 99,17% |
09/08/2024 | 0,49% | 81,60 % | 82,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 960 CHF | 410 960 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 81,40 % | 81,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 661 CHF | 402 661 CHF | 99,16% | 99,16% |
07/08/2024 | 0,50% | 83,10 % | 83,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 122 CHF | 404 122 CHF | 99,17% | 99,17% |
06/08/2024 | 0,51% | 79,70 % | 80,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 394 913 CHF | 396 913 CHF | 99,16% | 99,16% |
02/08/2024 | 0,49% | 79,35 % | 79,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 751 CHF | 409 752 CHF | 97,66% | 97,66% |
31/07/2024 | 0,52% | 86,05 % | 86,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 144 CHF | 429 352 CHF | 99,16% | 99,16% |