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 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 219 CHF | 502 719 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 499 735 | 499 735 | 502 234 CHF | 503 734 CHF | 99,51% | 99,51% |
13/08/2024 | 0,30% | 98,90 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 995 CHF | 495 495 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 144 CHF | 497 644 CHF | 99,60% | 99,60% |
09/08/2024 | 0,30% | 99,00 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 052 CHF | 496 552 CHF | 100,00% | 100,00% |
08/08/2024 | 0,31% | 98,80 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 809 CHF | 492 309 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 98,80 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 512 CHF | 494 012 CHF | 100,00% | 100,00% |
06/08/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 830 CHF | 494 330 CHF | 99,99% | 99,99% |
02/08/2024 | 0,30% | 98,90 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 311 CHF | 496 811 CHF | 99,98% | 99,98% |
31/07/2024 | 0,77% | 99,20 % | 99,50 % | 500 000 | 500 000 | 288 634 | 288 634 | 286 812 CHF | 287 912 CHF | 63,22% | 63,22% |