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 | 0,51% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 325 CHF | 486 825 CHF | 99,16% | 99,16% |
14/08/2024 | 0,52% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 931 CHF | 486 431 CHF | 49,04% | 49,04% |
13/08/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 172 CHF | 485 672 CHF | 99,17% | 99,17% |
12/08/2024 | 0,51% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 255 CHF | 486 755 CHF | 99,16% | 99,16% |
09/08/2024 | 0,51% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 732 CHF | 488 232 CHF | 99,16% | 99,16% |
08/08/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 045 CHF | 491 545 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 653 CHF | 493 153 CHF | 99,16% | 99,16% |
06/08/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 233 CHF | 491 733 CHF | 99,15% | 99,15% |
02/08/2024 | 0,51% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 925 CHF | 493 425 CHF | 97,08% | 97,08% |
31/07/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 653 CHF | 492 153 CHF | 40,35% | 40,35% |