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 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 722 CHF | 491 222 CHF | 100,00% | 100,00% |
14/08/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 211 CHF | 488 711 CHF | 98,32% | 98,32% |
13/08/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 251 CHF | 484 751 CHF | 100,00% | 100,00% |
12/08/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 906 CHF | 483 406 CHF | 100,00% | 100,00% |
09/08/2024 | 1,04% | 95,45 % | 96,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 930 CHF | 482 930 CHF | 99,91% | 99,91% |
08/08/2024 | 1,05% | 95,05 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 472 CHF | 477 472 CHF | 99,65% | 99,65% |
07/08/2024 | 1,04% | 95,45 % | 96,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 209 CHF | 481 209 CHF | 99,75% | 99,75% |
06/08/2024 | 1,07% | 93,25 % | 94,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 439 CHF | 469 439 CHF | 98,78% | 98,78% |
02/08/2024 | 0,52% | 94,75 % | 95,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 380 CHF | 478 880 CHF | 99,78% | 99,78% |
30/07/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 847 CHF | 482 347 CHF | 100,00% | 100,00% |