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% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 766 CHF | 491 266 CHF | 99,16% | 99,16% |
14/08/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 837 CHF | 492 337 CHF | 49,05% | 49,05% |
13/08/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 421 CHF | 492 921 CHF | 99,17% | 99,17% |
12/08/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 210 CHF | 493 710 CHF | 99,16% | 99,16% |
09/08/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 869 CHF | 495 369 CHF | 99,16% | 99,16% |
08/08/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 009 CHF | 493 509 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 998 CHF | 495 498 CHF | 99,16% | 99,16% |
06/08/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 499 994 | 488 347 CHF | 490 841 CHF | 99,16% | 99,16% |
02/08/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 798 CHF | 496 298 CHF | 97,12% | 97,12% |
31/07/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 594 CHF | 502 094 CHF | 40,35% | 40,35% |