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% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 454 CHF | 481 954 CHF | 99,38% | 99,38% |
14/08/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 276 CHF | 478 776 CHF | 99,38% | 99,38% |
13/08/2024 | 0,50% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 041 CHF | 476 413 CHF | 99,38% | 99,38% |
12/08/2024 | 0,50% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 557 CHF | 475 927 CHF | 99,37% | 99,37% |
09/08/2024 | 0,48% | 93,90 % | 94,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 472 CHF | 472 722 CHF | 99,37% | 99,37% |
08/08/2024 | 0,48% | 93,50 % | 93,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 473 CHF | 468 723 CHF | 99,37% | 99,37% |
07/08/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 492 CHF | 471 742 CHF | 99,11% | 99,11% |
06/08/2024 | 0,48% | 93,65 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 691 CHF | 470 941 CHF | 99,37% | 99,37% |
02/08/2024 | 0,52% | 95,95 % | 96,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 539 CHF | 485 039 CHF | 99,15% | 99,15% |
31/07/2024 | 0,51% | 97,05 % | 97,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 186 CHF | 488 686 CHF | 99,17% | 99,17% |