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 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 856 CHF | 498 404 CHF | 100,00% | 100,00% |
14/08/2024 | 0,31% | 98,40 % | 98,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 346 CHF | 493 890 CHF | 99,50% | 99,50% |
13/08/2024 | 0,31% | 98,30 % | 98,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 782 CHF | 492 324 CHF | 100,00% | 100,00% |
12/08/2024 | 0,32% | 97,90 % | 98,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 871 CHF | 490 414 CHF | 99,61% | 99,61% |
09/08/2024 | 0,32% | 97,20 % | 97,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 074 CHF | 488 624 CHF | 99,99% | 99,99% |
08/08/2024 | 0,32% | 96,80 % | 97,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 201 CHF | 485 751 CHF | 100,00% | 100,00% |
07/08/2024 | 0,32% | 97,00 % | 97,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 717 CHF | 485 265 CHF | 100,00% | 100,00% |
06/08/2024 | 0,32% | 96,20 % | 96,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 226 CHF | 483 776 CHF | 99,99% | 99,99% |
02/08/2024 | 0,51% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 157 CHF | 487 657 CHF | 100,00% | 100,00% |
31/07/2024 | 0,80% | 98,70 % | 99,01 % | 500 000 | 500 000 | 283 896 | 283 896 | 280 218 CHF | 281 335 CHF | 61,80% | 61,80% |