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% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 592 CHF | 480 092 CHF | 99,17% | 99,17% |
14/08/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 223 CHF | 479 723 CHF | 97,09% | 97,09% |
13/08/2024 | 0,51% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 362 CHF | 476 793 CHF | 99,17% | 99,17% |
12/08/2024 | 0,52% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 930 CHF | 477 386 CHF | 99,17% | 99,17% |
09/08/2024 | 0,52% | 95,05 % | 95,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 845 CHF | 478 340 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 709 CHF | 477 094 CHF | 99,15% | 99,15% |
07/08/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 886 CHF | 478 370 CHF | 99,14% | 99,14% |
06/08/2024 | 0,52% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 033 CHF | 478 522 CHF | 99,15% | 99,15% |
02/08/2024 | 0,52% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 062 CHF | 480 554 CHF | 97,62% | 97,62% |
31/07/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 053 CHF | 490 553 CHF | 99,16% | 99,16% |