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 | 0,29% | 102,30 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 631 CHF | 512 131 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 102,20 % | 102,50 % | 500 000 | 500 000 | 499 737 | 499 737 | 507 748 CHF | 509 249 CHF | 99,50% | 99,50% |
13/08/2024 | 0,30% | 101,90 % | 102,20 % | 500 000 | 500 000 | 499 738 | 499 738 | 505 333 CHF | 506 833 CHF | 99,74% | 99,74% |
12/08/2024 | 0,31% | 97,60 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 031 CHF | 489 531 CHF | 99,59% | 99,59% |
09/08/2024 | 0,31% | 97,70 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 417 CHF | 489 917 CHF | 99,99% | 99,99% |
08/08/2024 | 0,31% | 96,60 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 113 CHF | 481 613 CHF | 99,99% | 99,99% |
07/08/2024 | 0,31% | 96,90 % | 97,20 % | 500 000 | 500 000 | 500 000 | 499 891 | 484 982 CHF | 486 376 CHF | 100,00% | 100,00% |
06/08/2024 | 0,52% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 589 CHF | 485 089 CHF | 100,00% | 100,00% |
02/08/2024 | 0,31% | 97,20 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 593 CHF | 488 093 CHF | 89,09% | 89,09% |
31/07/2024 | 0,79% | 98,20 % | 98,50 % | 500 000 | 500 000 | 283 969 | 283 969 | 278 032 CHF | 279 119 CHF | 61,82% | 61,82% |