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 | 0,85% | 94,80 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 355 CHF | 473 355 CHF | 100,00% | 100,00% |
14/08/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 821 CHF | 477 821 CHF | 99,50% | 99,50% |
13/08/2024 | 0,85% | 94,20 % | 95,00 % | 500 000 | 500 000 | 499 736 | 499 736 | 468 303 CHF | 472 302 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 482 CHF | 499 482 CHF | 97,86% | 97,86% |
09/08/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 250 CHF | 498 250 CHF | 99,99% | 99,99% |
08/08/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 187 CHF | 495 187 CHF | 99,98% | 99,98% |
07/08/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 970 CHF | 499 970 CHF | 100,00% | 100,00% |
06/08/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 318 CHF | 493 318 CHF | 99,99% | 99,99% |
02/08/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 142 CHF | 500 142 CHF | 100,00% | 100,00% |
30/07/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 405 CHF | 502 405 CHF | 100,00% | 100,00% |