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% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 307 CHF | 483 807 CHF | 99,37% | 99,37% |
14/08/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 222 CHF | 480 722 CHF | 99,38% | 99,38% |
13/08/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 038 CHF | 478 538 CHF | 99,38% | 99,38% |
12/08/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 335 CHF | 477 793 CHF | 99,38% | 99,38% |
09/08/2024 | 0,48% | 94,30 % | 94,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 299 CHF | 474 549 CHF | 99,37% | 99,37% |
08/08/2024 | 0,48% | 93,90 % | 94,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 691 CHF | 470 941 CHF | 99,37% | 99,37% |
07/08/2024 | 0,48% | 94,25 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 484 CHF | 473 734 CHF | 99,38% | 99,38% |
06/08/2024 | 0,48% | 94,10 % | 94,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 012 CHF | 473 274 CHF | 99,37% | 99,37% |
02/08/2024 | 0,51% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 596 CHF | 488 096 CHF | 99,16% | 99,16% |
31/07/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 644 CHF | 492 144 CHF | 99,16% | 99,16% |