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% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 441 CHF | 480 941 CHF | 99,17% | 99,17% |
14/08/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 249 CHF | 478 749 CHF | 48,96% | 48,96% |
13/08/2024 | 0,48% | 94,40 % | 94,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 983 CHF | 474 243 CHF | 99,17% | 99,17% |
12/08/2024 | 0,52% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 060 CHF | 477 558 CHF | 99,16% | 99,16% |
09/08/2024 | 0,49% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 430 CHF | 475 780 CHF | 99,16% | 99,16% |
08/08/2024 | 0,48% | 94,35 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 873 CHF | 471 123 CHF | 99,16% | 99,16% |
07/08/2024 | 0,48% | 94,75 % | 95,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 678 CHF | 473 964 CHF | 99,16% | 99,16% |
06/08/2024 | 0,48% | 92,50 % | 92,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 658 CHF | 466 908 CHF | 99,16% | 99,16% |
02/08/2024 | 0,52% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 087 CHF | 481 587 CHF | 96,00% | 96,00% |
31/07/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 250 CHF | 494 750 CHF | 40,27% | 40,27% |