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% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 957 CHF | 496 457 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 036 CHF | 496 536 CHF | 97,09% | 97,09% |
13/08/2024 | 0,52% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 934 CHF | 477 426 CHF | 99,17% | 99,17% |
12/08/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 512 CHF | 482 012 CHF | 99,16% | 99,16% |
09/08/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 058 CHF | 480 558 CHF | 99,16% | 99,16% |
08/08/2024 | 0,48% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 888 CHF | 472 161 CHF | 99,16% | 99,16% |
07/08/2024 | 0,48% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 067 CHF | 474 337 CHF | 99,16% | 99,16% |
06/08/2024 | 0,48% | 93,65 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 944 CHF | 470 194 CHF | 99,15% | 99,15% |
02/08/2024 | 0,51% | 94,20 % | 94,65 % | 500 000 | 500 000 | 499 965 | 500 000 | 473 994 CHF | 476 434 CHF | 97,61% | 97,61% |
31/07/2024 | 0,51% | 96,55 % | 97,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 504 CHF | 487 004 CHF | 99,16% | 99,16% |