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% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 701 CHF | 488 201 CHF | 99,16% | 99,16% |
14/08/2024 | 0,52% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 019 CHF | 486 519 CHF | 49,07% | 49,07% |
13/08/2024 | 0,51% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 802 CHF | 488 302 CHF | 99,16% | 99,16% |
12/08/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 270 CHF | 491 770 CHF | 99,16% | 99,16% |
09/08/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 687 CHF | 492 187 CHF | 99,17% | 99,17% |
08/08/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 041 CHF | 490 541 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 920 CHF | 493 420 CHF | 99,16% | 99,16% |
06/08/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 582 CHF | 491 082 CHF | 99,16% | 99,16% |
02/08/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 112 CHF | 500 612 CHF | 97,13% | 97,13% |
31/07/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 482 CHF | 505 982 CHF | 40,35% | 40,35% |