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 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 312 CHF | 489 812 CHF | 99,16% | 99,16% |
14/08/2024 | 0,51% | 97,00 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 773 CHF | 487 273 CHF | 48,96% | 48,96% |
13/08/2024 | 0,52% | 96,35 % | 96,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 674 CHF | 482 174 CHF | 99,17% | 99,17% |
12/08/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 804 CHF | 484 304 CHF | 99,16% | 99,16% |
09/08/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 499 987 | 479 836 CHF | 482 324 CHF | 99,16% | 99,16% |
08/08/2024 | 0,50% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 956 CHF | 476 318 CHF | 99,16% | 99,16% |
07/08/2024 | 0,52% | 96,45 % | 96,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 156 CHF | 482 656 CHF | 99,16% | 99,16% |
06/08/2024 | 0,48% | 94,20 % | 94,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 453 CHF | 473 723 CHF | 99,16% | 99,16% |
02/08/2024 | 0,51% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 499 983 | 485 160 CHF | 487 642 CHF | 96,95% | 96,95% |
31/07/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 906 CHF | 500 406 CHF | 40,26% | 40,26% |