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 | 0,50% | 100,51 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 127 CHF | 504 627 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 100,26 % | 100,76 % | 500 000 | 500 000 | 499 997 | 499 999 | 501 328 CHF | 503 830 CHF | 97,28% | 97,28% |
13/08/2024 | 0,51% | 97,41 % | 97,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 342 CHF | 487 842 CHF | 100,00% | 100,00% |
12/08/2024 | 0,51% | 97,76 % | 98,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 090 CHF | 490 590 CHF | 98,29% | 98,29% |
09/08/2024 | 0,51% | 97,02 % | 97,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 084 CHF | 487 584 CHF | 100,00% | 100,00% |
08/08/2024 | 0,52% | 96,24 % | 96,74 % | 500 000 | 500 000 | 500 000 | 499 999 | 476 552 CHF | 479 052 CHF | 99,89% | 99,89% |
07/08/2024 | 0,52% | 96,37 % | 96,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 933 CHF | 481 433 CHF | 99,40% | 99,40% |
06/08/2024 | 0,53% | 94,73 % | 95,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 061 CHF | 474 561 CHF | 99,97% | 99,97% |
02/08/2024 | 0,52% | 95,47 % | 95,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 388 CHF | 484 888 CHF | 99,94% | 99,94% |
30/07/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 988 CHF | 493 488 CHF | 100,00% | 100,00% |