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 | 0,52% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 472 CHF | 485 972 CHF | 100,00% | 100,00% |
14/08/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 940 CHF | 483 440 CHF | 99,50% | 99,50% |
13/08/2024 | 0,52% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 233 CHF | 478 733 CHF | 100,00% | 100,00% |
12/08/2024 | 0,53% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 811 CHF | 477 311 CHF | 99,61% | 99,61% |
09/08/2024 | 0,53% | 94,30 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 140 CHF | 474 640 CHF | 100,00% | 100,00% |
08/08/2024 | 0,53% | 94,10 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 519 CHF | 469 019 CHF | 99,99% | 99,99% |
07/08/2024 | 0,33% | 94,20 % | 94,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 490 CHF | 470 038 CHF | 100,00% | 100,00% |
06/08/2024 | 0,54% | 91,80 % | 92,30 % | 500 000 | 500 000 | 500 000 | 499 859 | 459 120 CHF | 461 489 CHF | 99,96% | 99,96% |
02/08/2024 | 0,53% | 93,10 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 286 CHF | 474 786 CHF | 99,97% | 99,97% |
31/07/2024 | 0,98% | 98,70 % | 99,20 % | 500 000 | 500 000 | 288 648 | 288 648 | 284 321 CHF | 285 996 CHF | 63,22% | 63,22% |