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 | 0,49% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 518 CHF | 475 852 CHF | 99,16% | 99,16% |
14/08/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 139 CHF | 480 639 CHF | 49,07% | 49,07% |
13/08/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 225 CHF | 479 725 CHF | 99,16% | 99,16% |
12/08/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 533 CHF | 482 033 CHF | 99,16% | 99,16% |
09/08/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 735 CHF | 481 235 CHF | 99,16% | 99,16% |
08/08/2024 | 0,51% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 576 CHF | 476 989 CHF | 99,16% | 99,16% |
07/08/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 433 CHF | 480 933 CHF | 99,15% | 99,15% |
06/08/2024 | 0,49% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 227 CHF | 475 572 CHF | 99,16% | 99,16% |
02/08/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 545 CHF | 484 045 CHF | 97,13% | 97,13% |
31/07/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 816 CHF | 494 316 CHF | 40,34% | 40,34% |