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% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 689 CHF | 499 189 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 211 CHF | 498 711 CHF | 97,09% | 97,09% |
13/08/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 095 CHF | 497 595 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 126 CHF | 496 626 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 799 CHF | 496 299 CHF | 99,17% | 99,17% |
08/08/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 685 CHF | 494 185 CHF | 99,17% | 99,17% |
07/08/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 410 CHF | 493 910 CHF | 99,17% | 99,17% |
06/08/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 436 CHF | 489 936 CHF | 99,16% | 99,16% |
02/08/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 161 CHF | 494 661 CHF | 97,66% | 97,66% |
31/07/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 621 CHF | 494 121 CHF | 99,16% | 99,16% |