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% | 99,90 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 156 CHF | 504 156 CHF | 100,00% | 100,00% |
14/08/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 000 CHF | 504 000 CHF | 99,50% | 99,50% |
13/08/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 987 CHF | 501 987 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 503 CHF | 502 503 CHF | 99,62% | 99,62% |
09/08/2024 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 812 CHF | 502 812 CHF | 100,00% | 100,00% |
08/08/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 873 CHF | 501 873 CHF | 99,99% | 99,99% |
07/08/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 347 CHF | 508 347 CHF | 100,00% | 100,00% |
06/08/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 415 CHF | 506 415 CHF | 100,00% | 100,00% |
02/08/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 731 CHF | 509 731 CHF | 100,00% | 100,00% |
30/07/2024 | 0,98% | 101,30 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 325 CHF | 511 325 CHF | 97,72% | 97,72% |