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 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 309 CHF | 495 809 CHF | 99,16% | 99,16% |
14/08/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 942 CHF | 495 442 CHF | 49,07% | 49,07% |
13/08/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 386 CHF | 494 886 CHF | 99,16% | 99,16% |
12/08/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 244 CHF | 495 744 CHF | 99,16% | 99,16% |
09/08/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 155 CHF | 496 655 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 766 CHF | 499 266 CHF | 99,16% | 99,16% |
07/08/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 102 CHF | 500 602 CHF | 99,16% | 99,16% |
06/08/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 009 CHF | 499 509 CHF | 99,16% | 99,16% |
02/08/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 292 CHF | 500 792 CHF | 97,12% | 97,12% |
31/07/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 653 CHF | 500 153 CHF | 40,35% | 40,35% |