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 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 995 CHF | 495 995 CHF | 100,00% | 100,00% |
14/08/2024 | 1,02% | 97,70 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 650 CHF | 493 650 CHF | 99,50% | 99,50% |
13/08/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 703 CHF | 491 703 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 437 CHF | 490 437 CHF | 99,63% | 99,63% |
09/08/2024 | 1,02% | 97,10 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 232 CHF | 491 232 CHF | 100,00% | 100,00% |
08/08/2024 | 1,03% | 97,40 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 610 CHF | 489 610 CHF | 99,99% | 99,99% |
07/08/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 329 CHF | 490 329 CHF | 100,00% | 100,00% |
06/08/2024 | 0,83% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 992 CHF | 485 992 CHF | 99,94% | 99,94% |
02/08/2024 | 1,02% | 96,60 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 829 CHF | 491 829 CHF | 99,99% | 99,99% |
30/07/2024 | 1,00% | 99,20 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 909 CHF | 500 909 CHF | 100,00% | 100,00% |