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% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 077 CHF | 502 077 CHF | 99,99% | 99,99% |
14/08/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 804 CHF | 499 804 CHF | 99,50% | 99,50% |
13/08/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 981 CHF | 495 981 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 118 CHF | 496 118 CHF | 99,63% | 99,63% |
09/08/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 042 CHF | 494 042 CHF | 100,00% | 100,00% |
08/08/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 133 CHF | 491 133 CHF | 99,99% | 99,99% |
07/08/2024 | 0,82% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 534 CHF | 492 534 CHF | 100,00% | 100,00% |
06/08/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 181 CHF | 483 181 CHF | 99,99% | 99,99% |
02/08/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 148 CHF | 491 148 CHF | 99,98% | 99,98% |
30/07/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 835 CHF | 494 835 CHF | 100,00% | 100,00% |