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% | 75,55 % | 75,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 121 CHF | 378 095 CHF | 99,38% | 99,38% |
14/08/2024 | 0,53% | 76,25 % | 76,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 354 CHF | 380 348 CHF | 99,38% | 99,38% |
13/08/2024 | 0,48% | 73,85 % | 74,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 369 797 CHF | 371 579 CHF | 99,38% | 99,38% |
12/08/2024 | 0,48% | 73,75 % | 74,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 366 703 CHF | 368 453 CHF | 99,38% | 99,38% |
09/08/2024 | 0,48% | 72,60 % | 72,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 366 483 CHF | 368 233 CHF | 99,37% | 99,37% |
08/08/2024 | 0,48% | 73,00 % | 73,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 365 766 CHF | 367 516 CHF | 99,38% | 99,38% |
07/08/2024 | 0,48% | 74,10 % | 74,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 367 479 CHF | 369 229 CHF | 99,37% | 99,37% |
06/08/2024 | 0,48% | 72,05 % | 72,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 362 335 CHF | 364 085 CHF | 99,38% | 99,38% |
02/08/2024 | 0,47% | 73,00 % | 73,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 370 573 CHF | 372 323 CHF | 99,15% | 99,15% |
31/07/2024 | 0,52% | 76,65 % | 77,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 382 398 CHF | 384 398 CHF | 99,17% | 99,17% |