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 | 0,30% | 99,90 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 746 CHF | 501 246 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 98,90 % | 99,20 % | 500 000 | 500 000 | 499 735 | 499 735 | 494 654 CHF | 496 154 CHF | 99,50% | 99,50% |
13/08/2024 | 0,30% | 99,50 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 242 CHF | 499 742 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 080 CHF | 503 580 CHF | 99,59% | 99,59% |
09/08/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 567 CHF | 504 067 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 535 CHF | 501 035 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 440 CHF | 505 940 CHF | 100,00% | 100,00% |
06/08/2024 | 0,30% | 99,80 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 402 CHF | 499 902 CHF | 99,99% | 99,99% |
02/08/2024 | 0,30% | 99,20 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 598 CHF | 499 098 CHF | 89,02% | 89,02% |
31/07/2024 | 0,78% | 99,90 % | 100,20 % | 500 000 | 500 000 | 283 963 | 283 963 | 282 495 CHF | 283 585 CHF | 61,82% | 61,82% |