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 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 447 CHF | 491 447 CHF | 99,99% | 99,99% |
14/08/2024 | 1,03% | 96,20 % | 97,20 % | 500 000 | 500 000 | 500 000 | 499 847 | 481 036 CHF | 485 887 CHF | 99,50% | 99,50% |
13/08/2024 | 1,04% | 95,50 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 296 CHF | 482 296 CHF | 100,00% | 100,00% |
12/08/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 150 CHF | 480 150 CHF | 99,62% | 99,62% |
09/08/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 499 525 | 475 752 CHF | 479 296 CHF | 97,79% | 97,79% |
08/08/2024 | 1,05% | 95,60 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 768 CHF | 480 768 CHF | 99,99% | 99,99% |
07/08/2024 | 0,83% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 838 CHF | 483 838 CHF | 100,00% | 100,00% |
06/08/2024 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 840 CHF | 483 840 CHF | 99,96% | 99,96% |
02/08/2024 | 1,03% | 96,70 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 138 CHF | 490 138 CHF | 99,99% | 99,99% |
30/07/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 154 CHF | 495 154 CHF | 97,72% | 97,72% |