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 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 218 CHF | 497 718 CHF | 99,38% | 99,38% |
14/08/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 180 CHF | 496 680 CHF | 99,38% | 99,38% |
13/08/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 312 CHF | 495 812 CHF | 99,38% | 99,38% |
12/08/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 427 CHF | 495 927 CHF | 99,37% | 99,37% |
09/08/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 011 CHF | 494 511 CHF | 99,37% | 99,37% |
08/08/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 491 CHF | 491 991 CHF | 99,37% | 99,37% |
07/08/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 841 CHF | 491 341 CHF | 99,38% | 99,38% |
06/08/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 995 CHF | 488 495 CHF | 99,36% | 99,36% |
02/08/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 966 CHF | 493 466 CHF | 99,16% | 99,16% |
31/07/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 911 CHF | 497 411 CHF | 99,17% | 99,17% |