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% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 086 CHF | 478 586 CHF | 99,17% | 99,17% |
14/08/2024 | 0,51% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 846 CHF | 476 257 CHF | 97,09% | 97,09% |
13/08/2024 | 0,48% | 93,95 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 138 CHF | 471 388 CHF | 99,16% | 99,16% |
12/08/2024 | 0,48% | 94,25 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 366 CHF | 473 616 CHF | 99,17% | 99,17% |
09/08/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 757 CHF | 472 007 CHF | 99,17% | 99,17% |
08/08/2024 | 0,48% | 93,50 % | 93,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 175 CHF | 468 425 CHF | 99,16% | 99,16% |
07/08/2024 | 0,48% | 94,30 % | 94,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 630 CHF | 470 880 CHF | 99,17% | 99,17% |
06/08/2024 | 0,48% | 92,75 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 137 CHF | 468 387 CHF | 99,13% | 99,13% |
02/08/2024 | 0,52% | 95,05 % | 95,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 980 CHF | 483 480 CHF | 97,62% | 97,62% |
31/07/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 406 CHF | 490 906 CHF | 99,16% | 99,16% |