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 | 499 170 CHF | 501 670 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 737 CHF | 501 237 CHF | 99,50% | 99,50% |
13/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 422 CHF | 499 922 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 455 CHF | 500 955 CHF | 99,60% | 99,60% |
09/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 348 CHF | 499 848 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 755 CHF | 498 255 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 99,60 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 942 CHF | 498 442 CHF | 100,00% | 100,00% |
06/08/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 959 CHF | 497 459 CHF | 99,99% | 99,99% |
02/08/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 916 CHF | 499 416 CHF | 100,00% | 100,00% |
31/07/2024 | 0,97% | 99,90 % | 100,40 % | 500 000 | 500 000 | 288 630 | 288 630 | 288 317 CHF | 289 995 CHF | 63,22% | 63,22% |