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 | 0,48% | 94,30 % | 94,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 097 CHF | 475 375 CHF | 99,16% | 99,16% |
14/08/2024 | 0,50% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 066 CHF | 476 466 CHF | 49,04% | 49,04% |
13/08/2024 | 0,50% | 94,45 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 476 CHF | 476 864 CHF | 99,17% | 99,17% |
12/08/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 296 CHF | 481 796 CHF | 99,16% | 99,16% |
09/08/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 460 CHF | 482 960 CHF | 99,16% | 99,16% |
08/08/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 865 CHF | 481 365 CHF | 99,16% | 99,16% |
07/08/2024 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 296 CHF | 483 796 CHF | 99,16% | 99,16% |
06/08/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 888 CHF | 480 388 CHF | 99,16% | 99,16% |
02/08/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 915 CHF | 478 402 CHF | 97,08% | 97,08% |
31/07/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 625 CHF | 480 125 CHF | 40,35% | 40,35% |