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 | 0,50% | 99,19 % | 99,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 996 CHF | 499 496 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 99,82 % | 100,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 192 CHF | 499 692 CHF | 98,23% | 98,23% |
13/08/2024 | 0,50% | 98,92 % | 99,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 062 CHF | 498 562 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 99,89 % | 100,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 263 CHF | 502 763 CHF | 98,29% | 98,29% |
09/08/2024 | 0,50% | 100,08 % | 100,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 644 CHF | 504 144 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 100,26 % | 100,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 339 CHF | 501 839 CHF | 99,89% | 99,89% |
07/08/2024 | 0,50% | 100,59 % | 101,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 646 CHF | 504 146 CHF | 99,40% | 99,40% |
06/08/2024 | 0,50% | 99,04 % | 99,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 614 CHF | 498 114 CHF | 99,92% | 99,92% |
02/08/2024 | 0,50% | 100,24 % | 100,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 334 CHF | 502 834 CHF | 99,94% | 99,94% |
30/07/2024 | 0,50% | 99,51 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 401 CHF | 499 901 CHF | 100,00% | 100,00% |