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% | 77,80 % | 78,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 386 737 CHF | 388 737 CHF | 99,16% | 99,16% |
14/08/2024 | 0,51% | 76,90 % | 77,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 695 CHF | 394 695 CHF | 49,04% | 49,04% |
13/08/2024 | 0,51% | 79,15 % | 79,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 651 CHF | 395 651 CHF | 99,16% | 99,16% |
12/08/2024 | 0,50% | 80,25 % | 80,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 632 CHF | 404 632 CHF | 99,17% | 99,17% |
09/08/2024 | 0,50% | 80,50 % | 80,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 244 CHF | 402 244 CHF | 99,16% | 99,16% |
08/08/2024 | 0,51% | 79,10 % | 79,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 391 017 CHF | 393 017 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 78,80 % | 79,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 749 CHF | 391 749 CHF | 99,16% | 99,16% |
06/08/2024 | 0,49% | 75,15 % | 75,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 358 169 CHF | 359 925 CHF | 98,85% | 98,85% |
02/08/2024 | 0,50% | 69,90 % | 70,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 347 050 CHF | 348 800 CHF | 95,16% | 95,16% |
30/07/2024 | 0,51% | 74,25 % | 74,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 569 CHF | 378 493 CHF | 99,37% | 99,37% |