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% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 317 CHF | 504 317 CHF | 99,99% | 99,99% |
14/08/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 140 CHF | 504 140 CHF | 99,50% | 99,50% |
13/08/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 191 CHF | 490 191 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 335 CHF | 492 335 CHF | 99,63% | 99,63% |
09/08/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 944 CHF | 489 944 CHF | 99,99% | 99,99% |
08/08/2024 | 0,84% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 845 CHF | 480 845 CHF | 100,00% | 100,00% |
07/08/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 932 CHF | 481 932 CHF | 99,97% | 99,97% |
06/08/2024 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 307 CHF | 482 307 CHF | 100,00% | 100,00% |
02/08/2024 | 0,82% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 422 CHF | 491 422 CHF | 99,96% | 99,96% |
30/07/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 324 CHF | 495 324 CHF | 100,00% | 100,00% |