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% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 354 CHF | 494 854 CHF | 99,17% | 99,17% |
14/08/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 388 CHF | 493 888 CHF | 97,09% | 97,09% |
13/08/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 498 CHF | 486 998 CHF | 99,17% | 99,17% |
12/08/2024 | 0,51% | 96,95 % | 97,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 517 CHF | 489 017 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 498 CHF | 489 998 CHF | 99,17% | 99,17% |
08/08/2024 | 0,52% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 815 CHF | 486 315 CHF | 99,16% | 99,16% |
07/08/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 062 CHF | 488 562 CHF | 99,16% | 99,16% |
06/08/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 499 888 | 481 852 CHF | 484 244 CHF | 99,14% | 99,14% |
02/08/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 577 CHF | 482 077 CHF | 97,63% | 97,63% |
31/07/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 714 CHF | 488 214 CHF | 45,17% | 45,17% |