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% | 101,36 % | 101,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 347 CHF | 506 847 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 100,34 % | 100,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 964 CHF | 503 464 CHF | 98,23% | 98,23% |
13/08/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 163 CHF | 498 663 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 241 CHF | 499 741 CHF | 98,29% | 98,29% |
09/08/2024 | 0,50% | 98,92 % | 99,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 435 CHF | 497 935 CHF | 100,00% | 100,00% |
08/08/2024 | 0,51% | 98,57 % | 99,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 882 CHF | 492 382 CHF | 99,90% | 99,90% |
07/08/2024 | 0,51% | 99,29 % | 99,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 377 CHF | 495 877 CHF | 99,38% | 99,38% |
06/08/2024 | 0,52% | 96,44 % | 96,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 029 CHF | 484 529 CHF | 99,90% | 99,90% |
02/08/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 420 CHF | 503 920 CHF | 100,00% | 100,00% |
30/07/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 046 CHF | 514 546 CHF | 100,00% | 100,00% |