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% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 336 CHF | 487 336 CHF | 100,00% | 100,00% |
14/08/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 891 CHF | 484 891 CHF | 99,50% | 99,50% |
13/08/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 208 CHF | 484 208 CHF | 100,00% | 100,00% |
12/08/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 119 CHF | 485 119 CHF | 99,63% | 99,63% |
09/08/2024 | 0,83% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 139 CHF | 486 139 CHF | 100,00% | 100,00% |
08/08/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 242 CHF | 484 242 CHF | 99,99% | 99,99% |
07/08/2024 | 0,83% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 518 CHF | 486 518 CHF | 100,00% | 100,00% |
06/08/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 030 CHF | 486 030 CHF | 99,99% | 99,99% |
02/08/2024 | 0,82% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 038 CHF | 488 038 CHF | 99,97% | 99,97% |
30/07/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 959 CHF | 494 959 CHF | 100,00% | 100,00% |