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% | 95,91 % | 96,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 903 CHF | 482 403 CHF | 100,00% | 100,00% |
14/08/2024 | 0,52% | 95,73 % | 96,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 590 CHF | 481 090 CHF | 98,22% | 98,22% |
13/08/2024 | 0,52% | 96,03 % | 96,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 041 CHF | 481 541 CHF | 100,00% | 100,00% |
12/08/2024 | 0,52% | 95,62 % | 96,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 107 CHF | 482 607 CHF | 98,27% | 98,27% |
09/08/2024 | 0,52% | 96,01 % | 96,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 476 CHF | 482 976 CHF | 99,97% | 99,97% |
08/08/2024 | 0,52% | 96,34 % | 96,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 350 CHF | 485 850 CHF | 99,88% | 99,88% |
07/08/2024 | 0,51% | 97,49 % | 97,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 076 CHF | 487 576 CHF | 99,38% | 99,38% |
06/08/2024 | 0,52% | 96,32 % | 96,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 584 CHF | 483 084 CHF | 99,97% | 99,97% |
02/08/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 838 CHF | 491 338 CHF | 99,97% | 99,97% |
30/07/2024 | 0,51% | 97,47 % | 97,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 433 CHF | 488 933 CHF | 100,00% | 100,00% |