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% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 958 CHF | 500 958 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 898 CHF | 499 898 CHF | 99,50% | 99,50% |
13/08/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 736 CHF | 498 736 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 888 CHF | 498 888 CHF | 99,75% | 99,75% |
09/08/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 339 CHF | 498 339 CHF | 100,00% | 100,00% |
08/08/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 509 CHF | 496 509 CHF | 100,00% | 100,00% |
07/08/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 644 CHF | 495 644 CHF | 99,98% | 99,98% |
06/08/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 617 CHF | 489 617 CHF | 99,98% | 99,98% |
02/08/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 663 CHF | 499 663 CHF | 99,99% | 99,99% |
30/07/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 024 CHF | 503 024 CHF | 100,00% | 100,00% |