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% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 975 CHF | 504 475 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 953 CHF | 504 453 CHF | 99,51% | 99,51% |
13/08/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 338 CHF | 501 838 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 791 CHF | 502 291 CHF | 99,61% | 99,61% |
09/08/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 498 196 | 497 273 CHF | 497 971 CHF | 99,99% | 99,99% |
08/08/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 315 CHF | 496 815 CHF | 99,98% | 99,98% |
07/08/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 141 CHF | 497 689 CHF | 100,00% | 100,00% |
06/08/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 674 CHF | 495 174 CHF | 99,98% | 99,98% |
02/08/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 499 841 | 497 209 CHF | 499 550 CHF | 99,98% | 99,98% |
30/07/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 187 CHF | 506 687 CHF | 100,00% | 100,00% |