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 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 013 CHF | 501 561 CHF | 100,00% | 100,00% |
14/08/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 869 CHF | 501 413 CHF | 99,50% | 99,50% |
13/08/2024 | 0,31% | 99,40 % | 99,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 562 CHF | 497 104 CHF | 100,00% | 100,00% |
12/08/2024 | 0,31% | 99,20 % | 99,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 718 CHF | 498 261 CHF | 99,60% | 99,60% |
09/08/2024 | 0,31% | 99,40 % | 99,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 032 CHF | 498 582 CHF | 100,00% | 100,00% |
08/08/2024 | 0,31% | 99,50 % | 99,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 438 CHF | 497 988 CHF | 99,97% | 99,97% |
07/08/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 098 CHF | 499 646 CHF | 100,00% | 100,00% |
06/08/2024 | 0,31% | 98,80 % | 99,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 278 CHF | 497 828 CHF | 100,00% | 100,00% |
02/08/2024 | 0,30% | 98,00 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 791 CHF | 493 291 CHF | 100,00% | 100,00% |
31/07/2024 | 0,78% | 99,10 % | 99,41 % | 500 000 | 500 000 | 288 639 | 288 639 | 285 782 CHF | 286 909 CHF | 63,22% | 63,22% |