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 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 053 CHF | 497 553 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 152 CHF | 496 652 CHF | 97,09% | 97,09% |
13/08/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 615 CHF | 495 115 CHF | 99,17% | 99,17% |
12/08/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 793 CHF | 495 293 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 352 CHF | 494 852 CHF | 99,17% | 99,17% |
08/08/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 679 CHF | 493 179 CHF | 99,17% | 99,17% |
07/08/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 499 997 | 490 870 CHF | 493 367 CHF | 99,15% | 99,15% |
06/08/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 869 CHF | 492 369 CHF | 99,16% | 99,16% |
02/08/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 037 CHF | 498 537 CHF | 97,66% | 97,66% |
31/07/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 217 CHF | 500 717 CHF | 99,15% | 99,15% |