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% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 722 CHF | 496 222 CHF | 99,38% | 99,38% |
14/08/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 665 CHF | 495 165 CHF | 99,38% | 99,38% |
13/08/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 830 CHF | 491 330 CHF | 99,37% | 99,37% |
12/08/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 053 CHF | 492 553 CHF | 99,38% | 99,38% |
09/08/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 251 CHF | 489 751 CHF | 99,37% | 99,37% |
08/08/2024 | 0,52% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 499 CHF | 484 999 CHF | 99,36% | 99,36% |
07/08/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 380 CHF | 486 880 CHF | 99,34% | 99,34% |
06/08/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 352 CHF | 480 852 CHF | 99,34% | 99,34% |
02/08/2024 | 0,51% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 875 CHF | 490 375 CHF | 99,10% | 99,10% |
31/07/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 560 CHF | 500 060 CHF | 99,17% | 99,17% |