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 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 035 CHF | 507 035 CHF | 100,00% | 100,00% |
14/08/2024 | 0,99% | 101,50 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 478 CHF | 509 478 CHF | 99,50% | 99,50% |
13/08/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 998 CHF | 501 998 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 639 CHF | 500 639 CHF | 97,84% | 97,84% |
09/08/2024 | 1,00% | 99,20 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 484 CHF | 500 484 CHF | 100,00% | 100,00% |
08/08/2024 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 502 CHF | 497 502 CHF | 99,97% | 99,97% |
07/08/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 726 CHF | 499 726 CHF | 99,99% | 99,99% |
06/08/2024 | 0,82% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 092 CHF | 492 092 CHF | 99,98% | 99,98% |
02/08/2024 | 1,01% | 98,10 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 807 CHF | 498 807 CHF | 99,98% | 99,98% |
31/07/2024 | 1,26% | 100,30 % | 101,10 % | 500 000 | 500 000 | 288 638 | 288 638 | 289 451 CHF | 291 997 CHF | 63,22% | 63,22% |