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 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 544 CHF | 503 044 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 327 CHF | 502 827 CHF | 99,50% | 99,50% |
13/08/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 962 CHF | 499 462 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 842 CHF | 499 342 CHF | 99,61% | 99,61% |
09/08/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 777 CHF | 496 277 CHF | 100,00% | 100,00% |
08/08/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 049 CHF | 492 549 CHF | 99,98% | 99,98% |
07/08/2024 | 0,30% | 99,00 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 141 CHF | 493 641 CHF | 100,00% | 100,00% |
06/08/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 322 CHF | 490 822 CHF | 99,99% | 99,99% |
02/08/2024 | 0,50% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 844 CHF | 496 344 CHF | 100,00% | 100,00% |
30/07/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 451 CHF | 504 951 CHF | 100,00% | 100,00% |