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% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 499 978 | 480 524 CHF | 483 003 CHF | 99,17% | 99,17% |
14/08/2024 | 0,52% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 039 CHF | 481 539 CHF | 97,09% | 97,09% |
13/08/2024 | 0,52% | 96,25 % | 96,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 246 CHF | 483 746 CHF | 99,17% | 99,17% |
12/08/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 599 CHF | 489 099 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 456 CHF | 487 956 CHF | 99,17% | 99,17% |
08/08/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 045 CHF | 485 545 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 605 CHF | 488 105 CHF | 99,17% | 99,17% |
06/08/2024 | 0,52% | 96,95 % | 97,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 940 CHF | 483 440 CHF | 99,16% | 99,16% |
02/08/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 369 CHF | 480 869 CHF | 97,67% | 97,67% |
30/07/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 742 CHF | 491 242 CHF | 99,17% | 99,17% |