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 | 0,99% | 100,60 % | 101,60 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 300 CHF | 50 800 CHF | 100,00% | 100,00% |
14/08/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 717 CHF | 506 717 CHF | 99,51% | 99,51% |
13/08/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 424 CHF | 505 424 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 856 CHF | 504 856 CHF | 98,15% | 98,15% |
09/08/2024 | 1,00% | 99,90 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 215 CHF | 504 215 CHF | 100,00% | 100,00% |
08/08/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 639 CHF | 502 639 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 530 CHF | 501 530 CHF | 100,00% | 100,00% |
06/08/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 729 CHF | 497 729 CHF | 99,99% | 99,99% |
02/08/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 584 CHF | 504 584 CHF | 99,99% | 99,99% |
30/07/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 358 CHF | 508 358 CHF | 100,00% | 100,00% |