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 | 0,48% | 93,90 % | 94,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 712 CHF | 468 962 CHF | 99,16% | 99,16% |
14/08/2024 | 0,48% | 93,40 % | 93,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 617 CHF | 468 867 CHF | 49,04% | 49,04% |
13/08/2024 | 0,49% | 92,55 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 583 CHF | 462 833 CHF | 99,17% | 99,17% |
12/08/2024 | 0,48% | 92,40 % | 92,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 028 CHF | 465 278 CHF | 99,17% | 99,17% |
09/08/2024 | 0,49% | 91,35 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 732 CHF | 458 982 CHF | 99,16% | 99,16% |
08/08/2024 | 0,49% | 91,75 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 203 CHF | 461 453 CHF | 99,16% | 99,16% |
07/08/2024 | 0,48% | 93,15 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 250 CHF | 468 500 CHF | 99,16% | 99,16% |
06/08/2024 | 0,49% | 92,80 % | 93,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 318 CHF | 464 568 CHF | 99,16% | 99,16% |
02/08/2024 | 0,52% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 975 CHF | 479 441 CHF | 96,95% | 96,95% |
31/07/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 661 CHF | 491 161 CHF | 40,35% | 40,35% |