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% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 856 CHF | 487 856 CHF | 100,00% | 100,00% |
14/08/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 044 CHF | 486 044 CHF | 99,50% | 99,50% |
13/08/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 326 CHF | 481 326 CHF | 100,00% | 100,00% |
12/08/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 069 CHF | 480 069 CHF | 99,62% | 99,62% |
09/08/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 727 CHF | 478 727 CHF | 100,00% | 100,00% |
08/08/2024 | 0,85% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 410 CHF | 472 410 CHF | 99,98% | 99,98% |
07/08/2024 | 0,85% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 669 CHF | 473 669 CHF | 100,00% | 100,00% |
06/08/2024 | 0,86% | 92,80 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 573 CHF | 465 573 CHF | 99,94% | 99,94% |
02/08/2024 | 0,85% | 93,70 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 569 CHF | 472 569 CHF | 99,94% | 99,94% |
30/07/2024 | 0,84% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 515 CHF | 480 515 CHF | 100,00% | 100,00% |