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% | 93,35 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 820 CHF | 468 070 CHF | 99,17% | 99,17% |
14/08/2024 | 0,48% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 935 CHF | 469 185 CHF | 97,08% | 97,08% |
13/08/2024 | 0,52% | 86,45 % | 86,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 513 CHF | 432 763 CHF | 99,17% | 99,17% |
12/08/2024 | 0,51% | 87,50 % | 87,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 562 CHF | 438 812 CHF | 99,17% | 99,17% |
09/08/2024 | 0,52% | 86,85 % | 87,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 047 CHF | 436 297 CHF | 99,16% | 99,16% |
08/08/2024 | 0,49% | 85,75 % | 86,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 091 CHF | 423 164 CHF | 99,16% | 99,16% |
07/08/2024 | 0,49% | 85,50 % | 85,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 073 CHF | 426 172 CHF | 99,16% | 99,16% |
06/08/2024 | 0,48% | 84,05 % | 84,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 157 CHF | 421 157 CHF | 99,15% | 99,15% |
02/08/2024 | 0,52% | 84,50 % | 84,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 643 CHF | 428 851 CHF | 97,60% | 97,60% |
31/07/2024 | 0,51% | 87,85 % | 88,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 205 CHF | 445 455 CHF | 99,16% | 99,16% |