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 | 0,32% | 96,20 % | 96,51 % | 500 000 | 500 000 | 499 736 | 499 736 | 478 426 CHF | 479 975 CHF | 100,00% | 100,00% |
14/08/2024 | 0,32% | 94,30 % | 94,61 % | 500 000 | 500 000 | 499 881 | 500 000 | 478 124 CHF | 479 782 CHF | 99,50% | 99,50% |
13/08/2024 | 0,32% | 95,20 % | 95,51 % | 500 000 | 500 000 | 499 736 | 499 736 | 476 202 CHF | 477 744 CHF | 100,00% | 100,00% |
12/08/2024 | 0,32% | 96,50 % | 96,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 563 CHF | 484 106 CHF | 99,60% | 99,60% |
09/08/2024 | 0,33% | 95,00 % | 95,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 522 CHF | 475 072 CHF | 100,00% | 100,00% |
08/08/2024 | 0,33% | 93,80 % | 94,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 929 CHF | 468 479 CHF | 99,98% | 99,98% |
07/08/2024 | 0,33% | 93,30 % | 93,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 031 CHF | 466 579 CHF | 100,00% | 100,00% |
06/08/2024 | 0,34% | 92,10 % | 92,41 % | 500 000 | 500 000 | 499 738 | 499 657 | 451 381 CHF | 452 856 CHF | 99,48% | 99,48% |
02/08/2024 | 0,34% | 88,20 % | 88,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 680 CHF | 444 180 CHF | 99,97% | 99,97% |
30/07/2024 | 0,33% | 92,90 % | 93,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 886 CHF | 469 436 CHF | 100,00% | 100,00% |