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 | 0,49% | 101,89 % | 102,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 752 CHF | 510 252 CHF | 100,00% | 100,00% |
14/08/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 481 CHF | 506 981 CHF | 98,22% | 98,22% |
13/08/2024 | 0,50% | 100,37 % | 100,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 139 CHF | 502 639 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 99,96 % | 100,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 555 CHF | 501 055 CHF | 98,29% | 98,29% |
09/08/2024 | 0,50% | 99,06 % | 99,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 852 CHF | 497 352 CHF | 100,00% | 100,00% |
08/08/2024 | 0,51% | 98,17 % | 98,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 748 CHF | 489 248 CHF | 91,12% | 91,12% |
07/08/2024 | 0,51% | 97,56 % | 98,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 911 CHF | 487 411 CHF | 99,41% | 99,41% |
06/08/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 601 CHF | 480 101 CHF | 100,00% | 100,00% |
02/08/2024 | 0,51% | 96,74 % | 97,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 272 CHF | 495 772 CHF | 99,96% | 99,96% |
30/07/2024 | 0,49% | 100,07 % | 100,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 932 CHF | 506 432 CHF | 100,00% | 100,00% |