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 | 1,00% | 99,20 % | 100,20 % | 50 000 | 50 000 | 481 471 | 481 471 | 476 680 CHF | 481 495 CHF | 100,00% | 100,00% |
14/08/2024 | 1,01% | 98,80 % | 99,80 % | 50 000 | 50 000 | 481 325 | 481 325 | 475 218 CHF | 480 031 CHF | 99,51% | 99,51% |
13/08/2024 | 0,81% | 98,50 % | 99,30 % | 50 000 | 50 000 | 481 446 | 481 446 | 473 319 CHF | 477 171 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 98,50 % | 99,30 % | 50 000 | 50 000 | 481 269 | 481 269 | 474 121 CHF | 477 971 CHF | 99,62% | 99,62% |
09/08/2024 | 1,01% | 98,40 % | 99,40 % | 50 000 | 50 000 | 481 352 | 481 352 | 473 485 CHF | 478 299 CHF | 100,00% | 100,00% |
08/08/2024 | 1,02% | 98,10 % | 99,10 % | 50 000 | 50 000 | 481 480 | 481 480 | 470 711 CHF | 475 526 CHF | 100,00% | 100,00% |
07/08/2024 | 0,82% | 97,80 % | 98,60 % | 50 000 | 50 000 | 481 397 | 481 397 | 469 900 CHF | 473 751 CHF | 100,00% | 100,00% |
06/08/2024 | 0,83% | 96,80 % | 97,60 % | 50 000 | 50 000 | 481 527 | 481 527 | 465 760 CHF | 469 613 CHF | 99,99% | 99,99% |
02/08/2024 | 1,00% | 99,00 % | 100,00 % | 50 000 | 50 000 | 481 442 | 481 442 | 477 426 CHF | 482 241 CHF | 99,97% | 99,97% |
30/07/2024 | 1,00% | 99,50 % | 100,50 % | 50 000 | 50 000 | 481 452 | 481 452 | 479 494 CHF | 484 308 CHF | 100,00% | 100,00% |