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 | 0,48% | 64,20 % | 64,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 322 095 CHF | 323 643 CHF | 100,00% | 100,00% |
14/08/2024 | 0,47% | 64,90 % | 65,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 326 125 CHF | 327 669 CHF | 99,50% | 99,50% |
13/08/2024 | 0,48% | 63,90 % | 64,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 320 175 CHF | 321 717 CHF | 100,00% | 100,00% |
12/08/2024 | 0,47% | 64,80 % | 65,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 324 995 CHF | 326 538 CHF | 97,84% | 97,84% |
09/08/2024 | 0,47% | 65,40 % | 65,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 327 203 CHF | 328 753 CHF | 99,99% | 99,99% |
08/08/2024 | 0,47% | 65,50 % | 65,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 326 392 CHF | 327 942 CHF | 100,00% | 100,00% |
07/08/2024 | 0,47% | 65,40 % | 65,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 326 798 CHF | 328 346 CHF | 100,00% | 100,00% |
06/08/2024 | 0,47% | 64,80 % | 65,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 325 718 CHF | 327 267 CHF | 100,00% | 100,00% |
02/08/2024 | 0,44% | 67,90 % | 68,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 337 644 CHF | 339 144 CHF | 100,00% | 100,00% |
31/07/2024 | 0,94% | 68,30 % | 68,61 % | 500 000 | 500 000 | 283 957 | 283 957 | 194 085 CHF | 195 131 CHF | 61,82% | 61,82% |