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 | 0,89% | 93,40 % | 95,10 % | 50 000 | 50 000 | 481 471 | 481 471 | 448 316 CHF | 452 186 CHF | 100,00% | 100,00% |
14/08/2024 | 0,90% | 92,20 % | 93,90 % | 50 000 | 50 000 | 481 300 | 481 300 | 446 643 CHF | 450 511 CHF | 99,50% | 99,50% |
13/08/2024 | 0,98% | 92,90 % | 96,40 % | 50 000 | 50 000 | 481 394 | 481 394 | 445 309 CHF | 449 215 CHF | 100,00% | 100,00% |
12/08/2024 | 0,89% | 90,50 % | 92,10 % | 50 000 | 50 000 | 481 047 | 481 047 | 449 022 CHF | 452 888 CHF | 98,14% | 98,14% |
09/08/2024 | 0,88% | 93,90 % | 95,60 % | 50 000 | 50 000 | 481 484 | 481 484 | 453 814 CHF | 457 684 CHF | 100,00% | 100,00% |
08/08/2024 | 0,89% | 93,80 % | 95,40 % | 50 000 | 50 000 | 481 342 | 481 342 | 451 093 CHF | 454 962 CHF | 99,99% | 99,99% |
07/08/2024 | 0,86% | 97,40 % | 99,00 % | 50 000 | 50 000 | 481 493 | 481 493 | 465 134 CHF | 469 004 CHF | 100,00% | 100,00% |
06/08/2024 | 0,87% | 95,50 % | 97,20 % | 50 000 | 50 000 | 481 389 | 481 389 | 459 033 CHF | 462 902 CHF | 99,99% | 99,99% |
02/08/2024 | 0,86% | 96,00 % | 97,70 % | 50 000 | 50 000 | 481 470 | 481 470 | 463 743 CHF | 467 613 CHF | 99,99% | 99,99% |
30/07/2024 | 0,86% | 96,90 % | 98,60 % | 50 000 | 50 000 | 481 426 | 481 426 | 465 582 CHF | 469 452 CHF | 100,00% | 100,00% |