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 | 0,49% | 82,50 % | 82,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 091 CHF | 407 091 CHF | 99,37% | 99,37% |
14/08/2024 | 0,50% | 79,00 % | 79,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 268 CHF | 397 268 CHF | 99,38% | 99,38% |
13/08/2024 | 0,51% | 78,35 % | 78,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 390 468 CHF | 392 468 CHF | 99,37% | 99,37% |
12/08/2024 | 0,51% | 78,40 % | 78,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 390 988 CHF | 392 988 CHF | 99,38% | 99,38% |
09/08/2024 | 0,51% | 77,15 % | 77,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 608 CHF | 389 608 CHF | 99,37% | 99,37% |
08/08/2024 | 0,53% | 76,60 % | 77,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 303 CHF | 380 303 CHF | 99,36% | 99,36% |
07/08/2024 | 0,52% | 77,00 % | 77,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 382 221 CHF | 384 221 CHF | 99,36% | 99,36% |
06/08/2024 | 0,53% | 75,90 % | 76,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 379 490 CHF | 381 490 CHF | 99,35% | 99,35% |
02/08/2024 | 0,49% | 77,70 % | 78,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 586 CHF | 405 586 CHF | 99,14% | 99,14% |
31/07/2024 | 0,49% | 84,50 % | 84,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 643 CHF | 424 713 CHF | 99,16% | 99,16% |