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 | 1,06% | 94,50 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 490 CHF | 474 490 CHF | 100,00% | 100,00% |
14/08/2024 | 1,06% | 93,60 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 124 CHF | 474 124 CHF | 99,50% | 99,50% |
13/08/2024 | 0,86% | 93,20 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 203 CHF | 468 203 CHF | 100,00% | 100,00% |
12/08/2024 | 0,87% | 91,40 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 844 CHF | 461 844 CHF | 99,63% | 99,63% |
09/08/2024 | 1,08% | 91,80 % | 92,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 042 CHF | 466 042 CHF | 99,99% | 99,99% |
08/08/2024 | 1,07% | 93,10 % | 94,10 % | 500 000 | 500 000 | 500 000 | 499 977 | 465 177 CHF | 470 155 CHF | 99,99% | 99,99% |
07/08/2024 | 0,84% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 418 CHF | 475 418 CHF | 100,00% | 100,00% |
06/08/2024 | 0,86% | 92,90 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 980 CHF | 468 980 CHF | 99,99% | 99,99% |
02/08/2024 | 1,03% | 95,60 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 755 CHF | 485 755 CHF | 99,92% | 99,92% |
30/07/2024 | 0,83% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 396 CHF | 485 396 CHF | 100,00% | 100,00% |