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% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 833 CHF | 499 333 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 721 CHF | 499 221 CHF | 97,10% | 97,10% |
13/08/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 349 CHF | 497 849 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 528 CHF | 498 028 CHF | 99,17% | 99,17% |
09/08/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 164 CHF | 498 664 CHF | 99,16% | 99,16% |
08/08/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 225 CHF | 497 725 CHF | 99,16% | 99,16% |
07/08/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 224 CHF | 499 724 CHF | 99,13% | 99,13% |
06/08/2024 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 683 CHF | 495 183 CHF | 99,14% | 99,14% |
02/08/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 501 CHF | 501 001 CHF | 97,64% | 97,64% |
31/07/2024 | 0,50% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 787 CHF | 503 287 CHF | 99,16% | 99,16% |