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% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 182 CHF | 503 682 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 962 CHF | 503 462 CHF | 99,50% | 99,50% |
13/08/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 277 CHF | 501 777 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 879 CHF | 502 379 CHF | 99,60% | 99,60% |
09/08/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 305 CHF | 500 805 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 054 CHF | 499 554 CHF | 100,00% | 100,00% |
07/08/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 042 CHF | 500 590 CHF | 100,00% | 100,00% |
06/08/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 181 CHF | 497 681 CHF | 99,98% | 99,98% |
02/08/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 881 CHF | 501 381 CHF | 100,00% | 100,00% |
31/07/2024 | 0,97% | 100,40 % | 100,90 % | 500 000 | 500 000 | 289 101 | 289 101 | 290 056 CHF | 291 738 CHF | 63,36% | 63,36% |