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 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 190 CHF | 502 190 CHF | 96,51% | 96,51% |
14/08/2024 | 1,00% | 99,20 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 588 CHF | 500 588 CHF | 96,02% | 96,02% |
13/08/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 911 CHF | 498 911 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 335 CHF | 498 335 CHF | 97,86% | 97,86% |
09/08/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 943 CHF | 497 943 CHF | 100,00% | 100,00% |
08/08/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 135 CHF | 496 135 CHF | 95,20% | 95,20% |
07/08/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 502 CHF | 495 502 CHF | 99,99% | 99,99% |
06/08/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 373 CHF | 491 373 CHF | 99,98% | 99,98% |
02/08/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 171 CHF | 499 171 CHF | 100,00% | 100,00% |
30/07/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 166 CHF | 502 166 CHF | 100,00% | 100,00% |