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% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 182 CHF | 479 682 CHF | 99,16% | 99,16% |
14/08/2024 | 0,52% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 161 CHF | 479 661 CHF | 49,07% | 49,07% |
13/08/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 866 CHF | 480 366 CHF | 99,16% | 99,16% |
12/08/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 857 CHF | 481 357 CHF | 99,17% | 99,17% |
09/08/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 948 CHF | 483 448 CHF | 99,16% | 99,16% |
08/08/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 561 CHF | 481 061 CHF | 99,16% | 99,16% |
07/08/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 972 CHF | 483 472 CHF | 99,16% | 99,16% |
06/08/2024 | 0,52% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 233 CHF | 477 719 CHF | 99,16% | 99,16% |
02/08/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 057 CHF | 484 557 CHF | 97,13% | 97,13% |
31/07/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 934 CHF | 491 434 CHF | 40,34% | 40,34% |