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 | 1,02% | 98,40 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 054 CHF | 495 054 CHF | 100,00% | 100,00% |
14/08/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 498 CHF | 494 498 CHF | 99,51% | 99,51% |
13/08/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 355 CHF | 490 355 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 024 CHF | 488 024 CHF | 99,60% | 99,60% |
09/08/2024 | 1,03% | 96,10 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 879 CHF | 485 879 CHF | 99,99% | 99,99% |
08/08/2024 | 1,04% | 95,70 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 372 CHF | 481 372 CHF | 99,98% | 99,98% |
07/08/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 683 CHF | 482 683 CHF | 99,98% | 99,98% |
06/08/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 497 CHF | 477 497 CHF | 99,98% | 99,98% |
02/08/2024 | 1,03% | 95,40 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 596 CHF | 488 596 CHF | 99,96% | 99,96% |
30/07/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 474 CHF | 498 474 CHF | 100,00% | 100,00% |