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 | 1,15% | 91,90 % | 92,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 040 CHF | 461 304 CHF | 100,00% | 100,00% |
14/08/2024 | 1,11% | 90,40 % | 91,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 002 CHF | 457 046 CHF | 99,50% | 99,50% |
13/08/2024 | 1,14% | 90,10 % | 91,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 559 CHF | 455 718 CHF | 100,00% | 100,00% |
12/08/2024 | 1,11% | 90,60 % | 91,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 086 CHF | 460 147 CHF | 99,59% | 99,59% |
09/08/2024 | 1,06% | 90,70 % | 91,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 894 CHF | 459 753 CHF | 99,99% | 99,99% |
08/08/2024 | 1,12% | 91,10 % | 92,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 192 CHF | 457 278 CHF | 99,98% | 99,98% |
07/08/2024 | 1,05% | 92,10 % | 93,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 865 CHF | 459 684 CHF | 100,00% | 100,00% |
06/08/2024 | 1,02% | 90,50 % | 91,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 238 CHF | 459 901 CHF | 99,98% | 99,98% |
02/08/2024 | 1,01% | 90,10 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 501 CHF | 461 128 CHF | 99,94% | 99,94% |
31/07/2024 | 1,00% | 95,10 % | 95,60 % | 500 000 | 500 000 | 283 961 | 283 961 | 270 700 CHF | 272 348 CHF | 61,82% | 61,82% |