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 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 428 CHF | 483 928 CHF | 99,37% | 99,37% |
14/08/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 961 CHF | 482 461 CHF | 99,38% | 99,38% |
13/08/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 142 CHF | 478 642 CHF | 99,38% | 99,38% |
12/08/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 853 CHF | 479 353 CHF | 99,37% | 99,37% |
09/08/2024 | 0,52% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 982 CHF | 478 482 CHF | 99,37% | 99,37% |
08/08/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 902 CHF | 471 154 CHF | 99,36% | 99,36% |
07/08/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 309 CHF | 479 809 CHF | 99,37% | 99,37% |
06/08/2024 | 0,48% | 94,35 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 698 CHF | 472 952 CHF | 99,35% | 99,35% |
02/08/2024 | 0,52% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 856 CHF | 482 356 CHF | 99,15% | 99,15% |
31/07/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 592 CHF | 490 092 CHF | 99,17% | 99,17% |