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 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 475 CHF | 489 475 CHF | 100,00% | 100,00% |
14/08/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 261 CHF | 487 261 CHF | 99,50% | 99,50% |
13/08/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 599 CHF | 483 599 CHF | 100,00% | 100,00% |
12/08/2024 | 0,83% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 860 CHF | 483 860 CHF | 97,88% | 97,88% |
09/08/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 147 CHF | 483 147 CHF | 100,00% | 100,00% |
08/08/2024 | 0,84% | 95,90 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 748 CHF | 480 748 CHF | 100,00% | 100,00% |
07/08/2024 | 0,83% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 283 CHF | 481 283 CHF | 100,00% | 100,00% |
06/08/2024 | 0,84% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 806 CHF | 478 806 CHF | 100,00% | 100,00% |
02/08/2024 | 0,84% | 94,20 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 801 CHF | 479 801 CHF | 99,99% | 99,99% |
30/07/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 214 CHF | 487 214 CHF | 100,00% | 100,00% |