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 | 1,03% | 97,50 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 073 CHF | 489 073 CHF | 100,00% | 100,00% |
14/08/2024 | 1,03% | 96,40 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 114 CHF | 486 114 CHF | 99,51% | 99,51% |
13/08/2024 | 0,84% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 018 CHF | 480 018 CHF | 100,00% | 100,00% |
12/08/2024 | 0,83% | 95,40 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 424 CHF | 481 424 CHF | 97,87% | 97,87% |
09/08/2024 | 1,04% | 95,20 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 046 CHF | 481 046 CHF | 99,99% | 99,99% |
08/08/2024 | 1,06% | 95,00 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 339 CHF | 476 339 CHF | 99,99% | 99,99% |
07/08/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 504 CHF | 476 504 CHF | 99,99% | 99,99% |
06/08/2024 | 0,86% | 92,60 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 025 CHF | 466 025 CHF | 99,99% | 99,99% |
02/08/2024 | 1,04% | 94,50 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 009 CHF | 481 009 CHF | 99,98% | 99,98% |
30/07/2024 | 1,03% | 96,90 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 545 CHF | 489 545 CHF | 100,00% | 100,00% |