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 | 0,75% | 66,92 % | 67,42 % | 500 000 | 250 000 | 500 000 | 250 000 | 332 639 CHF | 167 570 CHF | 93,51% | 93,51% |
14/08/2024 | 0,73% | 66,13 % | 66,63 % | 500 000 | 250 000 | 500 000 | 250 000 | 339 855 CHF | 171 177 CHF | 98,24% | 98,24% |
13/08/2024 | 0,74% | 67,90 % | 68,40 % | 500 000 | 250 000 | 500 000 | 250 000 | 337 981 CHF | 170 241 CHF | 99,99% | 99,99% |
12/08/2024 | 0,72% | 68,98 % | 69,48 % | 500 000 | 250 000 | 500 000 | 250 000 | 346 161 CHF | 174 331 CHF | 98,28% | 98,28% |
09/08/2024 | 0,72% | 69,24 % | 69,74 % | 500 000 | 250 000 | 500 000 | 250 000 | 344 581 CHF | 173 540 CHF | 91,65% | 91,65% |
08/08/2024 | 0,74% | 68,22 % | 68,72 % | 500 000 | 250 000 | 500 000 | 250 000 | 337 406 CHF | 169 953 CHF | 99,90% | 99,90% |
07/08/2024 | 0,74% | 67,86 % | 68,36 % | 500 000 | 250 000 | 500 000 | 250 000 | 337 548 CHF | 170 024 CHF | 97,83% | 97,83% |
06/08/2024 | 0,79% | 65,28 % | 65,78 % | 500 000 | 250 000 | 500 000 | 250 000 | 316 372 CHF | 159 436 CHF | 72,70% | 72,70% |
02/08/2024 | 0,81% | 61,64 % | 62,14 % | 500 000 | 250 000 | 500 000 | 250 000 | 307 059 CHF | 154 780 CHF | 99,55% | 99,55% |
30/07/2024 | 0,76% | 64,53 % | 65,03 % | 500 000 | 250 000 | 500 000 | 250 000 | 326 627 CHF | 164 564 CHF | 98,61% | 98,61% |