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% | 91,60 % | 92,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 596 CHF | 458 846 CHF | 99,38% | 99,38% |
14/08/2024 | 0,49% | 92,75 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 622 CHF | 460 872 CHF | 99,38% | 99,38% |
13/08/2024 | 0,50% | 89,10 % | 89,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 505 CHF | 447 755 CHF | 99,38% | 99,38% |
12/08/2024 | 0,51% | 88,65 % | 89,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 727 CHF | 442 977 CHF | 99,37% | 99,37% |
09/08/2024 | 0,51% | 86,75 % | 87,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 752 CHF | 440 002 CHF | 99,37% | 99,37% |
08/08/2024 | 0,52% | 86,80 % | 87,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 857 CHF | 437 107 CHF | 99,07% | 99,07% |
07/08/2024 | 0,51% | 88,30 % | 88,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 145 CHF | 438 395 CHF | 99,37% | 99,37% |
06/08/2024 | 0,52% | 85,40 % | 85,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 599 CHF | 430 840 CHF | 99,37% | 99,37% |
02/08/2024 | 0,51% | 86,45 % | 86,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 801 CHF | 442 051 CHF | 99,15% | 99,15% |
31/07/2024 | 0,49% | 91,40 % | 91,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 363 CHF | 458 613 CHF | 42,15% | 42,15% |