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 | 0,52% | 96,32 % | 96,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 030 CHF | 483 530 CHF | 100,00% | 100,00% |
14/08/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 749 CHF | 481 249 CHF | 98,24% | 98,24% |
13/08/2024 | 0,52% | 95,46 % | 95,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 133 CHF | 479 633 CHF | 99,81% | 99,81% |
12/08/2024 | 0,52% | 95,54 % | 96,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 195 CHF | 481 695 CHF | 98,28% | 98,28% |
09/08/2024 | 0,52% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 930 CHF | 480 430 CHF | 100,00% | 100,00% |
08/08/2024 | 0,53% | 95,06 % | 95,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 076 CHF | 476 576 CHF | 99,90% | 99,90% |
07/08/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 157 CHF | 477 657 CHF | 99,41% | 99,41% |
06/08/2024 | 0,53% | 93,70 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 088 CHF | 473 588 CHF | 98,68% | 98,68% |
02/08/2024 | 0,52% | 96,11 % | 96,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 017 CHF | 485 517 CHF | 100,00% | 100,00% |
30/07/2024 | 0,52% | 96,54 % | 97,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 929 CHF | 485 429 CHF | 100,00% | 100,00% |