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% | 94,10 % | 94,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 560 CHF | 471 810 CHF | 99,38% | 99,38% |
14/08/2024 | 0,48% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 680 CHF | 467 930 CHF | 99,38% | 99,38% |
13/08/2024 | 0,48% | 92,75 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 883 CHF | 465 133 CHF | 99,38% | 99,38% |
12/08/2024 | 0,49% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 226 CHF | 464 476 CHF | 99,37% | 99,37% |
09/08/2024 | 0,49% | 91,55 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 863 CHF | 461 113 CHF | 99,37% | 99,37% |
08/08/2024 | 0,49% | 91,05 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 133 CHF | 456 383 CHF | 99,37% | 99,37% |
07/08/2024 | 0,49% | 91,50 % | 91,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 779 CHF | 460 029 CHF | 99,37% | 99,37% |
06/08/2024 | 0,49% | 91,30 % | 91,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 849 CHF | 459 099 CHF | 99,38% | 99,38% |
02/08/2024 | 0,51% | 94,30 % | 94,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 804 CHF | 477 216 CHF | 99,15% | 99,15% |
31/07/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 384 CHF | 484 884 CHF | 99,17% | 99,17% |