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% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 666 CHF | 501 166 CHF | 99,38% | 99,38% |
14/08/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 627 CHF | 502 127 CHF | 99,38% | 99,38% |
13/08/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 316 CHF | 497 816 CHF | 99,38% | 99,38% |
12/08/2024 | 0,51% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 540 CHF | 496 040 CHF | 99,37% | 99,37% |
09/08/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 743 CHF | 495 243 CHF | 99,36% | 99,36% |
08/08/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 963 CHF | 494 463 CHF | 99,37% | 99,37% |
07/08/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 238 CHF | 495 738 CHF | 99,37% | 99,37% |
06/08/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 276 CHF | 492 776 CHF | 99,38% | 99,38% |
02/08/2024 | 0,50% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 172 CHF | 496 672 CHF | 99,16% | 99,16% |
31/07/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 611 CHF | 502 111 CHF | 99,16% | 99,16% |