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% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 240 CHF | 501 740 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 020 CHF | 499 520 CHF | 97,09% | 97,09% |
13/08/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 010 CHF | 496 510 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 237 CHF | 498 737 CHF | 99,17% | 99,17% |
09/08/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 421 CHF | 497 921 CHF | 99,17% | 99,17% |
08/08/2024 | 0,51% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 403 CHF | 495 903 CHF | 99,16% | 99,16% |
07/08/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 463 CHF | 497 963 CHF | 99,17% | 99,17% |
06/08/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 499 966 | 489 908 CHF | 492 374 CHF | 99,15% | 99,15% |
02/08/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 083 CHF | 502 583 CHF | 97,67% | 97,67% |
31/07/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 370 CHF | 505 870 CHF | 45,18% | 45,18% |