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 | 0,32% | 93,30 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 215 CHF | 466 715 CHF | 100,00% | 100,00% |
14/08/2024 | 0,32% | 93,60 % | 93,90 % | 500 000 | 500 000 | 499 998 | 500 000 | 469 175 CHF | 470 677 CHF | 99,50% | 99,50% |
13/08/2024 | 0,35% | 85,90 % | 86,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 020 CHF | 429 520 CHF | 100,00% | 100,00% |
12/08/2024 | 0,35% | 86,80 % | 87,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 117 CHF | 434 617 CHF | 99,60% | 99,60% |
09/08/2024 | 0,35% | 86,30 % | 86,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 903 CHF | 433 403 CHF | 100,00% | 100,00% |
08/08/2024 | 0,36% | 85,30 % | 85,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 046 CHF | 421 546 CHF | 100,00% | 100,00% |
07/08/2024 | 0,35% | 85,00 % | 85,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 289 CHF | 423 789 CHF | 100,00% | 100,00% |
06/08/2024 | 0,60% | 83,50 % | 84,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 123 CHF | 420 623 CHF | 99,94% | 99,94% |
02/08/2024 | 0,35% | 84,00 % | 84,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 949 CHF | 426 449 CHF | 99,92% | 99,92% |
31/07/2024 | 0,81% | 87,50 % | 87,80 % | 500 000 | 500 000 | 288 628 | 288 628 | 253 473 CHF | 254 547 CHF | 63,22% | 63,22% |