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% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 420 CHF | 496 920 CHF | 99,16% | 99,16% |
14/08/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 236 CHF | 496 736 CHF | 49,04% | 49,04% |
13/08/2024 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 316 CHF | 495 816 CHF | 99,16% | 99,16% |
12/08/2024 | 0,50% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 421 CHF | 496 921 CHF | 99,16% | 99,16% |
09/08/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 935 CHF | 498 435 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 382 CHF | 501 882 CHF | 99,13% | 99,13% |
07/08/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 149 CHF | 503 649 CHF | 99,15% | 99,15% |
06/08/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 920 CHF | 502 420 CHF | 99,16% | 99,16% |
02/08/2024 | 0,50% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 646 CHF | 504 146 CHF | 95,01% | 95,01% |
31/07/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 157 CHF | 502 657 CHF | 40,25% | 40,25% |