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 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 004 CHF | 509 004 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 041 CHF | 508 041 CHF | 99,49% | 99,49% |
13/08/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 048 CHF | 504 048 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 874 CHF | 503 874 CHF | 99,63% | 99,63% |
09/08/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 207 CHF | 502 207 CHF | 100,00% | 100,00% |
08/08/2024 | 0,81% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 058 CHF | 497 058 CHF | 99,99% | 99,99% |
07/08/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 372 CHF | 496 372 CHF | 99,98% | 99,98% |
06/08/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 274 CHF | 490 274 CHF | 99,97% | 99,97% |
02/08/2024 | 0,81% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 057 CHF | 497 057 CHF | 99,97% | 99,97% |
30/07/2024 | 0,79% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 278 CHF | 505 278 CHF | 100,00% | 100,00% |