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% | 100,43 % | 100,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 399 CHF | 501 899 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 99,49 % | 99,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 865 CHF | 499 365 CHF | 98,24% | 98,24% |
13/08/2024 | 0,51% | 98,93 % | 99,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 666 CHF | 495 166 CHF | 100,00% | 100,00% |
12/08/2024 | 0,51% | 98,61 % | 99,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 413 CHF | 494 913 CHF | 98,29% | 98,29% |
09/08/2024 | 0,51% | 97,92 % | 98,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 509 CHF | 492 009 CHF | 100,00% | 100,00% |
08/08/2024 | 0,52% | 97,46 % | 97,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 048 CHF | 486 548 CHF | 99,87% | 99,87% |
07/08/2024 | 0,51% | 97,89 % | 98,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 878 CHF | 489 378 CHF | 99,39% | 99,39% |
06/08/2024 | 0,52% | 96,34 % | 96,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 462 CHF | 482 962 CHF | 99,95% | 99,95% |
02/08/2024 | 0,50% | 97,98 % | 98,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 252 CHF | 496 752 CHF | 100,00% | 100,00% |
30/07/2024 | 0,50% | 100,63 % | 101,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 432 CHF | 505 932 CHF | 100,00% | 100,00% |