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 | 1,01% | 100,10 % | 101,10 % | 500 000 | 500 000 | 490 425 | 490 425 | 490 982 CHF | 495 925 CHF | 100,00% | 100,00% |
14/08/2024 | 1,00% | 100,20 % | 101,20 % | 500 000 | 500 000 | 498 418 | 498 418 | 499 030 CHF | 504 021 CHF | 99,50% | 99,50% |
13/08/2024 | 0,81% | 99,80 % | 100,60 % | 500 000 | 500 000 | 494 177 | 494 177 | 493 034 CHF | 497 010 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 801 CHF | 501 801 CHF | 99,63% | 99,63% |
09/08/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 978 CHF | 501 978 CHF | 100,00% | 100,00% |
08/08/2024 | 1,01% | 99,70 % | 100,70 % | 500 000 | 500 000 | 497 431 | 497 431 | 494 008 CHF | 498 992 CHF | 100,00% | 100,00% |
07/08/2024 | 0,81% | 99,40 % | 100,20 % | 500 000 | 500 000 | 497 105 | 497 105 | 493 891 CHF | 497 880 CHF | 99,99% | 99,99% |
06/08/2024 | 0,83% | 99,60 % | 100,40 % | 500 000 | 500 000 | 480 736 | 480 736 | 478 550 CHF | 482 473 CHF | 99,99% | 99,99% |
02/08/2024 | 1,05% | 99,80 % | 100,80 % | 500 000 | 500 000 | 467 113 | 467 113 | 466 119 CHF | 470 922 CHF | 99,99% | 99,99% |
30/07/2024 | 1,00% | 99,90 % | 100,90 % | 500 000 | 500 000 | 496 937 | 496 937 | 496 259 CHF | 501 240 CHF | 97,72% | 97,72% |