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 | 0,48% | 94,15 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 312 CHF | 470 562 CHF | 99,17% | 99,17% |
14/08/2024 | 0,48% | 93,40 % | 93,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 780 CHF | 468 030 CHF | 97,09% | 97,09% |
13/08/2024 | 0,49% | 92,35 % | 92,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 653 CHF | 462 903 CHF | 99,17% | 99,17% |
12/08/2024 | 0,49% | 91,85 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 180 CHF | 461 430 CHF | 99,17% | 99,17% |
09/08/2024 | 0,49% | 91,35 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 098 CHF | 459 348 CHF | 99,16% | 99,16% |
08/08/2024 | 0,50% | 91,05 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 087 CHF | 453 337 CHF | 99,15% | 99,15% |
07/08/2024 | 0,50% | 91,00 % | 91,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 748 CHF | 454 998 CHF | 99,12% | 99,12% |
06/08/2024 | 0,50% | 89,00 % | 89,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 930 CHF | 447 180 CHF | 99,12% | 99,12% |
02/08/2024 | 0,49% | 91,10 % | 91,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 209 CHF | 464 459 CHF | 97,58% | 97,58% |
31/07/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 661 CHF | 489 161 CHF | 45,17% | 45,17% |