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 | 0,86% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 517 CHF | 465 517 CHF | 100,00% | 100,00% |
14/08/2024 | 0,87% | 91,30 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 274 CHF | 461 274 CHF | 99,51% | 99,51% |
13/08/2024 | 0,88% | 91,00 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 570 CHF | 458 570 CHF | 100,00% | 100,00% |
12/08/2024 | 0,88% | 91,10 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 187 CHF | 458 187 CHF | 99,62% | 99,62% |
09/08/2024 | 0,88% | 90,40 % | 91,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 168 CHF | 457 168 CHF | 99,97% | 99,97% |
08/08/2024 | 0,89% | 89,90 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 720 CHF | 450 720 CHF | 99,98% | 99,98% |
07/08/2024 | 0,89% | 90,30 % | 91,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 618 CHF | 453 618 CHF | 100,00% | 100,00% |
06/08/2024 | 0,89% | 89,70 % | 90,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 911 CHF | 451 911 CHF | 99,98% | 99,98% |
02/08/2024 | 0,86% | 90,70 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 213 CHF | 465 213 CHF | 99,98% | 99,98% |
30/07/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 609 CHF | 479 609 CHF | 100,00% | 100,00% |