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 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 546 CHF | 490 546 CHF | 100,00% | 100,00% |
14/08/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 808 CHF | 488 808 CHF | 99,51% | 99,51% |
13/08/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 423 CHF | 484 423 CHF | 100,00% | 100,00% |
12/08/2024 | 0,83% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 442 CHF | 485 442 CHF | 97,86% | 97,86% |
09/08/2024 | 0,83% | 95,90 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 235 CHF | 484 235 CHF | 100,00% | 100,00% |
08/08/2024 | 0,84% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 864 CHF | 480 864 CHF | 99,99% | 99,99% |
07/08/2024 | 0,83% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 407 CHF | 481 407 CHF | 99,99% | 99,99% |
06/08/2024 | 0,84% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 178 CHF | 480 178 CHF | 99,98% | 99,98% |
02/08/2024 | 0,82% | 95,90 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 344 CHF | 488 344 CHF | 99,94% | 99,94% |
30/07/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 273 CHF | 494 273 CHF | 100,00% | 100,00% |