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 | 0,84% | 93,80 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 541 CHF | 475 541 CHF | 100,00% | 100,00% |
14/08/2024 | 0,85% | 93,00 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 315 CHF | 474 315 CHF | 99,50% | 99,50% |
13/08/2024 | 0,83% | 95,90 % | 96,70 % | 500 000 | 500 000 | 500 000 | 499 976 | 479 472 CHF | 483 449 CHF | 100,00% | 100,00% |
12/08/2024 | 0,84% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 296 CHF | 479 296 CHF | 99,61% | 99,61% |
09/08/2024 | 0,84% | 94,30 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 123 CHF | 477 123 CHF | 100,00% | 100,00% |
08/08/2024 | 0,85% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 244 CHF | 475 244 CHF | 99,99% | 99,99% |
07/08/2024 | 0,85% | 94,80 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 729 CHF | 473 729 CHF | 100,00% | 100,00% |
06/08/2024 | 0,86% | 92,80 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 019 CHF | 467 019 CHF | 99,97% | 99,97% |
02/08/2024 | 0,84% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 946 CHF | 480 946 CHF | 99,95% | 99,95% |
30/07/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 665 CHF | 493 665 CHF | 100,00% | 100,00% |