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 | 0,34% | 92,70 % | 93,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 060 CHF | 461 608 CHF | 100,00% | 100,00% |
14/08/2024 | 0,33% | 92,30 % | 92,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 282 CHF | 464 826 CHF | 99,51% | 99,51% |
13/08/2024 | 0,33% | 92,20 % | 92,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 132 CHF | 461 673 CHF | 95,48% | 95,48% |
12/08/2024 | 0,33% | 92,30 % | 92,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 690 CHF | 463 233 CHF | 94,43% | 94,43% |
09/08/2024 | 0,34% | 91,50 % | 91,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 484 CHF | 459 034 CHF | 99,39% | 99,39% |
08/08/2024 | 0,55% | 91,20 % | 91,70 % | 500 000 | 500 000 | 499 715 | 499 715 | 456 821 CHF | 459 321 CHF | 91,68% | 91,68% |
07/08/2024 | 0,33% | 92,60 % | 92,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 510 CHF | 466 058 CHF | 96,56% | 96,56% |
06/08/2024 | 0,54% | 91,90 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 605 CHF | 466 105 CHF | 99,99% | 99,99% |
02/08/2024 | 0,31% | 96,20 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 417 CHF | 481 917 CHF | 100,00% | 100,00% |
31/07/2024 | 0,80% | 96,90 % | 97,21 % | 500 000 | 500 000 | 283 964 | 283 964 | 274 115 CHF | 275 228 CHF | 61,82% | 61,82% |