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% | 94,70 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 386 CHF | 472 886 CHF | 100,00% | 100,00% |
14/08/2024 | 0,32% | 93,80 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 546 CHF | 470 046 CHF | 99,51% | 99,51% |
13/08/2024 | 0,32% | 93,00 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 521 CHF | 464 021 CHF | 99,46% | 99,46% |
12/08/2024 | 0,32% | 93,10 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 123 CHF | 467 623 CHF | 99,60% | 99,60% |
09/08/2024 | 0,33% | 92,00 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 334 CHF | 460 834 CHF | 100,00% | 100,00% |
08/08/2024 | 0,33% | 91,50 % | 91,80 % | 500 000 | 500 000 | 499 738 | 499 738 | 458 219 CHF | 459 719 CHF | 99,99% | 99,99% |
07/08/2024 | 0,32% | 94,40 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 485 CHF | 473 985 CHF | 100,00% | 100,00% |
06/08/2024 | 0,32% | 94,00 % | 94,30 % | 500 000 | 500 000 | 500 000 | 499 832 | 469 378 CHF | 470 719 CHF | 100,00% | 100,00% |
02/08/2024 | 0,31% | 95,20 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 413 CHF | 479 913 CHF | 99,98% | 99,98% |
31/07/2024 | 0,79% | 98,10 % | 98,40 % | 500 000 | 500 000 | 283 960 | 283 960 | 278 816 CHF | 279 905 CHF | 61,82% | 61,82% |