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 | 0,34% | 89,60 % | 89,90 % | 500 000 | 500 000 | 499 736 | 499 736 | 443 788 CHF | 445 288 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 88,60 % | 88,90 % | 500 000 | 500 000 | 499 738 | 499 738 | 442 372 CHF | 444 578 CHF | 99,50% | 99,50% |
13/08/2024 | 0,67% | 89,00 % | 89,30 % | 500 000 | 500 000 | 499 736 | 499 736 | 437 886 CHF | 440 837 CHF | 100,00% | 100,00% |
12/08/2024 | 0,31% | 96,30 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 875 CHF | 484 375 CHF | 99,60% | 99,60% |
09/08/2024 | 0,31% | 96,70 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 533 CHF | 484 033 CHF | 99,99% | 99,99% |
08/08/2024 | 0,31% | 96,20 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 675 CHF | 480 175 CHF | 99,98% | 99,98% |
07/08/2024 | 0,31% | 96,70 % | 97,00 % | 500 000 | 500 000 | 500 000 | 499 907 | 483 063 CHF | 484 473 CHF | 100,00% | 100,00% |
06/08/2024 | 0,32% | 95,50 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 545 CHF | 476 045 CHF | 99,98% | 99,98% |
02/08/2024 | 0,31% | 95,70 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 117 CHF | 480 617 CHF | 99,98% | 99,98% |
31/07/2024 | 0,79% | 96,70 % | 97,00 % | 500 000 | 500 000 | 283 971 | 283 971 | 274 777 CHF | 275 861 CHF | 61,82% | 61,82% |