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% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 000 CHF | 501 500 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 250 CHF | 501 750 CHF | 97,09% | 97,09% |
13/08/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 250 CHF | 501 750 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 250 CHF | 501 750 CHF | 99,17% | 99,17% |
09/08/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 500 CHF | 502 000 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 500 CHF | 502 000 CHF | 99,17% | 99,17% |
07/08/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 750 CHF | 502 250 CHF | 99,14% | 99,14% |
06/08/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 750 CHF | 502 250 CHF | 99,17% | 99,17% |
02/08/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 000 CHF | 502 500 CHF | 97,67% | 97,67% |
30/07/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 250 CHF | 502 750 CHF | 99,17% | 99,17% |