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 | 0,57% | 87,90 % | 88,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 252 CHF | 441 752 CHF | 100,00% | 100,00% |
14/08/2024 | 0,57% | 87,60 % | 88,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 141 CHF | 438 641 CHF | 98,21% | 98,21% |
13/08/2024 | 0,57% | 87,05 % | 87,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 939 CHF | 437 439 CHF | 100,00% | 100,00% |
12/08/2024 | 0,57% | 86,95 % | 87,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 678 CHF | 438 178 CHF | 100,00% | 100,00% |
09/08/2024 | 1,14% | 87,20 % | 88,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 693 CHF | 442 693 CHF | 99,85% | 99,85% |
08/08/2024 | 1,15% | 87,20 % | 88,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 359 CHF | 438 359 CHF | 99,91% | 99,91% |
07/08/2024 | 1,15% | 87,25 % | 88,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 834 CHF | 437 834 CHF | 100,00% | 100,00% |
06/08/2024 | 1,16% | 85,80 % | 86,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 581 CHF | 432 581 CHF | 98,97% | 98,97% |
02/08/2024 | 0,57% | 88,05 % | 88,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 218 CHF | 441 718 CHF | 99,82% | 99,82% |
30/07/2024 | 0,57% | 87,25 % | 87,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 495 CHF | 436 995 CHF | 100,00% | 100,00% |