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% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 856 CHF | 480 356 CHF | 99,16% | 99,16% |
14/08/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 977 CHF | 481 477 CHF | 49,05% | 49,05% |
13/08/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 474 CHF | 481 974 CHF | 99,16% | 99,16% |
12/08/2024 | 0,51% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 293 CHF | 486 793 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 568 CHF | 488 068 CHF | 99,17% | 99,17% |
08/08/2024 | 0,51% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 406 CHF | 486 906 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 728 CHF | 490 228 CHF | 99,01% | 99,01% |
06/08/2024 | 0,52% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 683 CHF | 486 183 CHF | 99,16% | 99,16% |
02/08/2024 | 0,52% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 665 CHF | 485 165 CHF | 95,62% | 95,62% |
31/07/2024 | 0,51% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 549 CHF | 487 049 CHF | 40,28% | 40,28% |