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 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 201 CHF | 492 701 CHF | 99,17% | 99,17% |
14/08/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 923 CHF | 491 423 CHF | 97,09% | 97,09% |
13/08/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 175 CHF | 489 675 CHF | 99,17% | 99,17% |
12/08/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 098 CHF | 489 598 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 764 CHF | 488 264 CHF | 99,17% | 99,17% |
08/08/2024 | 0,52% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 049 CHF | 486 549 CHF | 99,17% | 99,17% |
07/08/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 220 CHF | 487 720 CHF | 99,17% | 99,17% |
06/08/2024 | 0,52% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 611 CHF | 485 111 CHF | 99,15% | 99,15% |
02/08/2024 | 0,51% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 251 CHF | 488 751 CHF | 97,66% | 97,66% |
31/07/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 154 CHF | 493 654 CHF | 99,16% | 99,16% |