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% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 831 CHF | 500 831 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 499 732 | 500 000 | 496 829 CHF | 501 096 CHF | 99,51% | 99,51% |
13/08/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 424 CHF | 497 424 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 128 CHF | 497 128 CHF | 99,63% | 99,63% |
09/08/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 548 CHF | 496 548 CHF | 99,99% | 99,99% |
08/08/2024 | 0,82% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 489 CHF | 492 489 CHF | 99,99% | 99,99% |
07/08/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 806 CHF | 495 806 CHF | 100,00% | 100,00% |
06/08/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 499 CHF | 492 499 CHF | 99,97% | 99,97% |
02/08/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 499 951 | 500 000 | 496 132 CHF | 500 181 CHF | 99,97% | 99,97% |
30/07/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 716 CHF | 496 716 CHF | 100,00% | 100,00% |