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 | 0,54% | 92,60 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 482 CHF | 462 982 CHF | 100,00% | 100,00% |
14/08/2024 | 0,54% | 92,20 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 682 CHF | 463 182 CHF | 99,51% | 99,51% |
13/08/2024 | 0,54% | 91,50 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 126 CHF | 460 626 CHF | 100,00% | 100,00% |
12/08/2024 | 0,54% | 91,00 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 506 CHF | 461 006 CHF | 99,60% | 99,60% |
09/08/2024 | 0,54% | 91,40 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 896 CHF | 461 396 CHF | 99,99% | 99,99% |
08/08/2024 | 0,54% | 92,60 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 400 CHF | 460 900 CHF | 99,99% | 99,99% |
07/08/2024 | 0,32% | 93,10 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 380 CHF | 462 880 CHF | 100,00% | 100,00% |
06/08/2024 | 0,54% | 92,10 % | 92,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 667 CHF | 466 167 CHF | 99,98% | 99,98% |
02/08/2024 | 0,54% | 91,50 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 590 CHF | 466 090 CHF | 99,93% | 99,93% |
31/07/2024 | 1,00% | 95,30 % | 95,80 % | 500 000 | 500 000 | 283 970 | 283 970 | 271 252 CHF | 272 902 CHF | 61,82% | 61,82% |