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 | 0,31% | 96,00 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 409 CHF | 477 909 CHF | 100,00% | 100,00% |
14/08/2024 | 0,32% | 94,50 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 223 CHF | 474 723 CHF | 99,50% | 99,50% |
13/08/2024 | 0,32% | 94,40 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 321 CHF | 472 821 CHF | 100,00% | 100,00% |
12/08/2024 | 0,32% | 94,10 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 683 CHF | 471 183 CHF | 99,60% | 99,60% |
09/08/2024 | 0,32% | 93,40 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 329 CHF | 469 829 CHF | 99,99% | 99,99% |
08/08/2024 | 0,32% | 93,10 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 178 CHF | 464 678 CHF | 100,00% | 100,00% |
07/08/2024 | 0,32% | 93,50 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 935 CHF | 467 435 CHF | 100,00% | 100,00% |
06/08/2024 | 0,32% | 92,70 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 405 CHF | 466 905 CHF | 99,98% | 99,98% |
02/08/2024 | 0,53% | 93,10 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 838 CHF | 476 338 CHF | 99,99% | 99,99% |
31/07/2024 | 0,78% | 97,60 % | 97,90 % | 500 000 | 500 000 | 283 990 | 283 990 | 277 427 CHF | 278 512 CHF | 61,81% | 61,81% |