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 | 0,82% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 759 CHF | 492 759 CHF | 100,00% | 100,00% |
14/08/2024 | 0,83% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 445 CHF | 486 445 CHF | 99,51% | 99,51% |
13/08/2024 | 0,84% | 95,40 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 187 CHF | 480 187 CHF | 99,73% | 99,73% |
12/08/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 323 CHF | 482 323 CHF | 99,61% | 99,61% |
09/08/2024 | 0,83% | 95,40 % | 96,20 % | 500 000 | 500 000 | 500 000 | 499 813 | 480 394 CHF | 484 214 CHF | 99,99% | 99,99% |
08/08/2024 | 0,83% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 449 CHF | 484 449 CHF | 100,00% | 100,00% |
07/08/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 345 CHF | 488 345 CHF | 100,00% | 100,00% |
06/08/2024 | 0,83% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 535 CHF | 484 535 CHF | 99,72% | 99,72% |
02/08/2024 | 0,81% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 694 CHF | 498 694 CHF | 89,73% | 89,73% |
31/07/2024 | 1,27% | 100,30 % | 101,10 % | 500 000 | 500 000 | 283 955 | 283 955 | 285 887 CHF | 288 403 CHF | 61,82% | 61,82% |