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 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 573 CHF | 494 073 CHF | 100,00% | 100,00% |
14/08/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 936 CHF | 493 436 CHF | 99,49% | 99,49% |
13/08/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 482 CHF | 489 982 CHF | 100,00% | 100,00% |
12/08/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 978 CHF | 488 478 CHF | 99,61% | 99,61% |
09/08/2024 | 0,52% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 941 CHF | 486 441 CHF | 99,98% | 99,98% |
08/08/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 870 CHF | 481 370 CHF | 99,98% | 99,98% |
07/08/2024 | 0,31% | 97,30 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 995 CHF | 484 495 CHF | 99,99% | 99,99% |
06/08/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 039 CHF | 479 539 CHF | 99,97% | 99,97% |
02/08/2024 | 0,51% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 864 CHF | 487 364 CHF | 99,95% | 99,95% |
30/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 809 CHF | 500 309 CHF | 100,00% | 100,00% |