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 | 0,74% | 67,66 % | 68,16 % | 500 000 | 250 000 | 500 000 | 250 000 | 336 357 CHF | 169 429 CHF | 93,51% | 93,51% |
14/08/2024 | 0,73% | 66,88 % | 67,38 % | 500 000 | 250 000 | 500 000 | 250 000 | 343 631 CHF | 173 065 CHF | 98,23% | 98,23% |
13/08/2024 | 0,73% | 68,66 % | 69,16 % | 500 000 | 250 000 | 500 000 | 250 000 | 341 807 CHF | 172 153 CHF | 100,00% | 100,00% |
12/08/2024 | 0,71% | 69,76 % | 70,26 % | 500 000 | 250 000 | 500 000 | 250 000 | 350 045 CHF | 176 273 CHF | 98,30% | 98,30% |
09/08/2024 | 0,71% | 70,05 % | 70,55 % | 500 000 | 250 000 | 500 000 | 250 000 | 348 625 CHF | 175 563 CHF | 91,65% | 91,65% |
08/08/2024 | 0,73% | 69,04 % | 69,54 % | 500 000 | 250 000 | 500 000 | 250 000 | 341 502 CHF | 172 001 CHF | 99,89% | 99,89% |
07/08/2024 | 0,73% | 68,69 % | 69,19 % | 500 000 | 250 000 | 500 000 | 250 000 | 341 696 CHF | 172 098 CHF | 97,83% | 97,83% |
06/08/2024 | 0,78% | 66,12 % | 66,62 % | 500 000 | 250 000 | 500 000 | 250 000 | 320 482 CHF | 161 491 CHF | 75,14% | 75,14% |
02/08/2024 | 0,80% | 62,53 % | 63,03 % | 500 000 | 250 000 | 500 000 | 250 000 | 311 481 CHF | 156 990 CHF | 99,93% | 99,93% |
30/07/2024 | 0,75% | 65,45 % | 65,95 % | 500 000 | 250 000 | 500 000 | 250 000 | 331 217 CHF | 166 859 CHF | 98,69% | 98,69% |