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 | 2,40% | 91,90 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 744 CHF | 466 791 CHF | 100,00% | 100,00% |
14/08/2024 | 2,40% | 90,20 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 988 CHF | 461 934 CHF | 99,50% | 99,50% |
13/08/2024 | 2,50% | 89,70 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 791 CHF | 460 152 CHF | 100,00% | 100,00% |
12/08/2024 | 2,43% | 89,90 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 945 CHF | 463 048 CHF | 97,83% | 97,83% |
09/08/2024 | 2,32% | 89,60 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 902 CHF | 460 441 CHF | 100,00% | 100,00% |
08/08/2024 | 2,49% | 89,60 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 763 CHF | 454 948 CHF | 99,98% | 99,98% |
07/08/2024 | 2,46% | 90,00 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 335 CHF | 454 371 CHF | 100,00% | 100,00% |
06/08/2024 | 2,33% | 87,50 % | 89,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 057 CHF | 451 439 CHF | 99,96% | 99,96% |
02/08/2024 | 2,03% | 88,10 % | 90,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 475 CHF | 456 618 CHF | 99,97% | 99,97% |
31/07/2024 | 1,33% | 93,40 % | 94,20 % | 500 000 | 500 000 | 283 961 | 283 961 | 265 726 CHF | 268 223 CHF | 61,82% | 61,82% |