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 | 1,02% | 97,30 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 720 CHF | 490 720 CHF | 100,00% | 100,00% |
14/08/2024 | 1,03% | 96,70 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 804 CHF | 488 804 CHF | 99,51% | 99,51% |
13/08/2024 | 0,82% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 948 CHF | 487 948 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 001 CHF | 488 001 CHF | 98,06% | 98,06% |
09/08/2024 | 1,03% | 96,00 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 058 CHF | 486 058 CHF | 100,00% | 100,00% |
08/08/2024 | 1,04% | 96,00 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 636 CHF | 483 636 CHF | 100,00% | 100,00% |
07/08/2024 | 0,84% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 180 CHF | 480 180 CHF | 100,00% | 100,00% |
06/08/2024 | 0,85% | 94,30 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 134 CHF | 474 134 CHF | 99,94% | 99,94% |
02/08/2024 | 1,02% | 97,00 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 132 CHF | 493 132 CHF | 99,97% | 99,97% |
30/07/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 785 CHF | 494 785 CHF | 100,00% | 100,00% |