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 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 866 CHF | 496 866 CHF | 100,00% | 100,00% |
14/08/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 777 CHF | 494 777 CHF | 99,50% | 99,50% |
13/08/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 410 CHF | 494 410 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 132 CHF | 493 132 CHF | 98,06% | 98,06% |
09/08/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 258 CHF | 492 258 CHF | 100,00% | 100,00% |
08/08/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 577 CHF | 493 577 CHF | 100,00% | 100,00% |
07/08/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 257 CHF | 490 257 CHF | 99,98% | 99,98% |
06/08/2024 | 0,82% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 497 CHF | 487 497 CHF | 99,97% | 99,97% |
02/08/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 706 CHF | 496 706 CHF | 99,95% | 99,95% |
30/07/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 083 CHF | 495 083 CHF | 100,00% | 100,00% |