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 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 632 CHF | 494 132 CHF | 99,38% | 99,38% |
14/08/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 499 993 | 489 623 CHF | 492 117 CHF | 99,38% | 99,38% |
13/08/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 853 CHF | 490 353 CHF | 99,37% | 99,37% |
12/08/2024 | 0,52% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 898 CHF | 485 398 CHF | 99,37% | 99,37% |
09/08/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 787 CHF | 482 287 CHF | 99,37% | 99,37% |
08/08/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 728 CHF | 479 228 CHF | 99,37% | 99,37% |
07/08/2024 | 0,52% | 96,35 % | 96,85 % | 500 000 | 500 000 | 500 000 | 499 994 | 480 778 CHF | 483 272 CHF | 99,37% | 99,37% |
06/08/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 752 CHF | 471 002 CHF | 99,34% | 99,34% |
02/08/2024 | 0,52% | 94,60 % | 95,05 % | 500 000 | 500 000 | 499 989 | 500 000 | 477 479 CHF | 479 970 CHF | 99,13% | 99,13% |
31/07/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 605 CHF | 490 105 CHF | 99,16% | 99,16% |