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% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 642 CHF | 486 142 CHF | 99,17% | 99,17% |
14/08/2024 | 0,52% | 96,55 % | 97,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 343 CHF | 485 843 CHF | 97,09% | 97,09% |
13/08/2024 | 0,52% | 96,45 % | 96,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 292 CHF | 483 792 CHF | 99,17% | 99,17% |
12/08/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 801 CHF | 483 301 CHF | 99,17% | 99,17% |
09/08/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 700 CHF | 485 200 CHF | 99,16% | 99,16% |
08/08/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 858 CHF | 484 358 CHF | 99,15% | 99,15% |
07/08/2024 | 0,52% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 101 CHF | 486 601 CHF | 99,16% | 99,16% |
06/08/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 849 CHF | 479 349 CHF | 99,14% | 99,14% |
02/08/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 013 CHF | 490 513 CHF | 97,65% | 97,65% |
31/07/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 766 CHF | 494 266 CHF | 45,17% | 45,17% |