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 | 1,65% | 67,20 % | 68,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 329 158 CHF | 334 648 CHF | 100,00% | 100,00% |
14/08/2024 | 1,75% | 64,00 % | 65,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 318 781 CHF | 324 407 CHF | 99,50% | 99,50% |
13/08/2024 | 1,76% | 62,00 % | 63,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 309 861 CHF | 315 361 CHF | 99,99% | 99,99% |
12/08/2024 | 1,72% | 63,80 % | 64,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 316 302 CHF | 321 802 CHF | 99,60% | 99,60% |
09/08/2024 | 1,70% | 63,10 % | 64,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 320 654 CHF | 326 154 CHF | 100,00% | 100,00% |
08/08/2024 | 1,70% | 65,50 % | 66,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 320 878 CHF | 326 385 CHF | 100,00% | 100,00% |
07/08/2024 | 1,66% | 66,60 % | 67,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 329 034 CHF | 334 534 CHF | 100,00% | 100,00% |
06/08/2024 | 1,60% | 66,10 % | 67,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 329 772 CHF | 335 082 CHF | 99,96% | 99,96% |
02/08/2024 | 1,42% | 68,60 % | 69,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 350 849 CHF | 355 849 CHF | 99,90% | 99,90% |
31/07/2024 | 1,67% | 73,70 % | 74,60 % | 500 000 | 500 000 | 283 929 | 283 929 | 212 317 CHF | 215 054 CHF | 61,82% | 61,82% |