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 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 500 CHF | 505 500 CHF | 100,00% | 100,00% |
14/08/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 342 CHF | 505 342 CHF | 99,51% | 99,51% |
13/08/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 699 CHF | 503 699 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 829 CHF | 503 829 CHF | 99,61% | 99,61% |
09/08/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 522 CHF | 503 522 CHF | 100,00% | 100,00% |
08/08/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 021 CHF | 503 021 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 890 CHF | 502 890 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 836 CHF | 500 836 CHF | 99,98% | 99,98% |
02/08/2024 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 281 CHF | 503 281 CHF | 100,00% | 100,00% |
31/07/2024 | 1,27% | 100,10 % | 100,90 % | 500 000 | 500 000 | 289 110 | 289 110 | 289 282 CHF | 291 832 CHF | 63,36% | 63,36% |