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% | 65,55 % | 65,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 326 191 CHF | 327 886 CHF | 99,16% | 99,16% |
14/08/2024 | 0,52% | 64,95 % | 65,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 330 587 CHF | 332 299 CHF | 49,04% | 49,04% |
13/08/2024 | 0,53% | 66,55 % | 66,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 331 398 CHF | 333 148 CHF | 99,17% | 99,17% |
12/08/2024 | 0,52% | 67,55 % | 67,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 338 834 CHF | 340 584 CHF | 99,16% | 99,16% |
09/08/2024 | 0,52% | 67,75 % | 68,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 337 328 CHF | 339 078 CHF | 99,16% | 99,16% |
08/08/2024 | 0,53% | 66,85 % | 67,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 331 033 CHF | 332 783 CHF | 99,16% | 99,16% |
07/08/2024 | 0,53% | 66,60 % | 66,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 331 371 CHF | 333 121 CHF | 99,16% | 99,16% |
06/08/2024 | 0,48% | 64,45 % | 64,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 312 397 CHF | 313 897 CHF | 99,16% | 99,16% |
02/08/2024 | 0,48% | 62,65 % | 62,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 311 509 CHF | 313 014 CHF | 97,07% | 97,07% |
30/07/2024 | 0,51% | 67,40 % | 67,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 342 921 CHF | 344 671 CHF | 99,38% | 99,38% |