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 | 1,08% | 93,40 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 996 CHF | 464 996 CHF | 100,00% | 100,00% |
14/08/2024 | 0,87% | 91,60 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 100 CHF | 464 100 CHF | 99,51% | 99,51% |
13/08/2024 | 0,88% | 91,50 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 119 CHF | 454 119 CHF | 99,74% | 99,74% |
12/08/2024 | 1,11% | 88,80 % | 89,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 319 CHF | 454 319 CHF | 99,81% | 99,81% |
09/08/2024 | 1,10% | 90,20 % | 91,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 594 CHF | 458 594 CHF | 100,00% | 100,00% |
08/08/2024 | 0,88% | 91,30 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 951 CHF | 457 951 CHF | 99,94% | 99,94% |
07/08/2024 | 0,87% | 92,40 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 410 CHF | 462 410 CHF | 95,98% | 95,98% |
06/08/2024 | 1,09% | 92,30 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 140 CHF | 463 140 CHF | 99,95% | 99,95% |
02/08/2024 | 0,84% | 93,00 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 396 CHF | 478 396 CHF | 89,86% | 89,86% |
30/07/2024 | 1,08% | 92,50 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 085 CHF | 467 085 CHF | 99,83% | 99,83% |