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 | 0,48% | 93,95 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 959 CHF | 472 209 CHF | 99,17% | 99,17% |
14/08/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 844 CHF | 472 094 CHF | 97,09% | 97,09% |
13/08/2024 | 0,48% | 93,75 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 850 CHF | 470 100 CHF | 99,17% | 99,17% |
12/08/2024 | 0,48% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 930 CHF | 471 180 CHF | 99,17% | 99,17% |
09/08/2024 | 0,48% | 93,80 % | 94,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 406 CHF | 473 656 CHF | 99,17% | 99,17% |
08/08/2024 | 0,48% | 94,20 % | 94,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 087 CHF | 473 337 CHF | 99,15% | 99,15% |
07/08/2024 | 0,50% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 801 CHF | 476 187 CHF | 99,15% | 99,15% |
06/08/2024 | 0,48% | 93,50 % | 93,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 230 CHF | 469 480 CHF | 99,15% | 99,15% |
02/08/2024 | 0,52% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 355 CHF | 480 855 CHF | 97,63% | 97,63% |
31/07/2024 | 0,52% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 091 CHF | 485 591 CHF | 99,15% | 99,15% |