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 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 485 CHF | 503 485 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 499 918 | 499 918 | 498 123 CHF | 502 123 CHF | 99,51% | 99,51% |
13/08/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 499 915 | 499 915 | 496 459 CHF | 500 459 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 499 971 | 499 971 | 495 541 CHF | 499 541 CHF | 99,90% | 99,90% |
09/08/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 499 947 | 499 947 | 495 281 CHF | 499 281 CHF | 99,99% | 99,99% |
08/08/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 246 CHF | 498 246 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 499 878 | 499 878 | 495 471 CHF | 499 471 CHF | 100,00% | 100,00% |
06/08/2024 | 0,83% | 98,60 % | 99,40 % | 500 000 | 500 000 | 486 462 | 486 462 | 478 816 CHF | 482 768 CHF | 99,95% | 99,95% |
02/08/2024 | 0,82% | 98,70 % | 99,50 % | 500 000 | 500 000 | 490 007 | 490 007 | 483 832 CHF | 487 798 CHF | 98,43% | 98,43% |
30/07/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 499 822 | 486 776 CHF | 490 602 CHF | 100,00% | 100,00% |