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% | 99,07 % | 99,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 869 CHF | 496 369 CHF | 100,00% | 100,00% |
14/08/2024 | 0,51% | 98,49 % | 98,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 358 CHF | 494 858 CHF | 98,22% | 98,22% |
13/08/2024 | 0,51% | 97,94 % | 98,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 757 CHF | 491 257 CHF | 100,00% | 100,00% |
12/08/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 622 CHF | 491 122 CHF | 98,29% | 98,29% |
09/08/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 934 CHF | 490 434 CHF | 99,99% | 99,99% |
08/08/2024 | 0,51% | 97,41 % | 97,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 957 CHF | 487 457 CHF | 99,86% | 99,86% |
07/08/2024 | 0,51% | 97,91 % | 98,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 374 CHF | 490 874 CHF | 99,40% | 99,40% |
06/08/2024 | 0,52% | 96,11 % | 96,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 086 CHF | 480 586 CHF | 99,93% | 99,93% |
02/08/2024 | 0,51% | 97,21 % | 97,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 297 CHF | 491 797 CHF | 99,94% | 99,94% |
30/07/2024 | 0,50% | 99,27 % | 99,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 260 CHF | 498 760 CHF | 100,00% | 100,00% |