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 | 0,67% | 119,70 % | 120,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 596 765 CHF | 600 765 CHF | 100,00% | 100,00% |
14/08/2024 | 0,84% | 118,80 % | 119,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 592 552 CHF | 597 552 CHF | 99,49% | 99,49% |
13/08/2024 | 0,84% | 118,00 % | 119,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 589 638 CHF | 594 638 CHF | 100,00% | 100,00% |
12/08/2024 | 0,67% | 118,00 % | 118,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 590 694 CHF | 594 694 CHF | 99,63% | 99,63% |
09/08/2024 | 0,68% | 117,80 % | 118,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 589 012 CHF | 593 012 CHF | 99,99% | 99,99% |
08/08/2024 | 0,85% | 117,10 % | 118,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 582 868 CHF | 587 868 CHF | 99,99% | 99,99% |
07/08/2024 | 0,68% | 117,40 % | 118,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 585 114 CHF | 589 114 CHF | 99,99% | 99,99% |
06/08/2024 | 0,69% | 115,40 % | 116,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 577 529 CHF | 581 529 CHF | 99,98% | 99,98% |
02/08/2024 | 0,84% | 117,50 % | 118,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 589 842 CHF | 594 842 CHF | 99,95% | 99,95% |
30/07/2024 | 0,83% | 119,70 % | 120,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 598 051 CHF | 603 051 CHF | 100,00% | 100,00% |