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 | 0,53% | 96,01 % | 96,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 342 CHF | 476 842 CHF | 40,80% | 40,80% |
14/08/2024 | 0,53% | 93,11 % | 93,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 864 CHF | 474 364 CHF | 96,76% | 96,76% |
13/08/2024 | 0,54% | 93,97 % | 94,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 957 CHF | 464 457 CHF | 99,47% | 99,47% |
12/08/2024 | 0,54% | 91,90 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 349 CHF | 464 849 CHF | 97,78% | 97,78% |
09/08/2024 | 0,54% | 91,93 % | 92,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 194 CHF | 462 694 CHF | 99,48% | 99,48% |
08/08/2024 | 0,56% | 91,48 % | 91,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 623 CHF | 451 123 CHF | 83,32% | 83,32% |
07/08/2024 | 0,54% | 92,02 % | 92,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 353 CHF | 462 853 CHF | 98,89% | 98,89% |
06/08/2024 | 0,55% | 90,76 % | 91,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 134 CHF | 458 634 CHF | 99,35% | 99,35% |
02/08/2024 | 0,52% | 93,36 % | 93,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 983 CHF | 480 483 CHF | 99,28% | 99,28% |
30/07/2024 | 0,50% | 98,26 % | 98,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 750 CHF | 499 250 CHF | 99,48% | 99,48% |