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 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 467 CHF | 501 967 CHF | 99,16% | 99,16% |
14/08/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 713 CHF | 501 213 CHF | 97,09% | 97,09% |
13/08/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 753 CHF | 500 253 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 432 CHF | 499 932 CHF | 99,17% | 99,17% |
09/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 256 CHF | 499 756 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 214 CHF | 498 714 CHF | 99,17% | 99,17% |
07/08/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 496 CHF | 497 996 CHF | 99,17% | 99,17% |
06/08/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 407 CHF | 495 907 CHF | 99,17% | 99,17% |
02/08/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 676 CHF | 499 176 CHF | 97,67% | 97,67% |
31/07/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 025 CHF | 499 525 CHF | 99,16% | 99,16% |