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 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 262 CHF | 500 262 CHF | 100,00% | 100,00% |
14/08/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 327 CHF | 498 327 CHF | 99,50% | 99,50% |
13/08/2024 | 0,83% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 737 CHF | 486 737 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 131 CHF | 489 131 CHF | 99,60% | 99,60% |
09/08/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 793 CHF | 488 793 CHF | 100,00% | 100,00% |
08/08/2024 | 0,84% | 95,90 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 170 CHF | 479 170 CHF | 100,00% | 100,00% |
07/08/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 902 CHF | 482 902 CHF | 100,00% | 100,00% |
06/08/2024 | 1,04% | 95,40 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 373 CHF | 482 373 CHF | 99,99% | 99,99% |
02/08/2024 | 0,82% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 274 CHF | 487 274 CHF | 99,99% | 99,99% |
31/07/2024 | 1,29% | 97,50 % | 98,30 % | 500 000 | 500 000 | 288 640 | 288 640 | 281 800 CHF | 284 341 CHF | 63,22% | 63,22% |