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 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 933 CHF | 507 433 CHF | 99,38% | 99,38% |
14/08/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 735 CHF | 503 235 CHF | 99,38% | 99,38% |
13/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 515 CHF | 501 015 CHF | 99,38% | 99,38% |
12/08/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 387 CHF | 501 887 CHF | 99,37% | 99,37% |
09/08/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 297 CHF | 498 797 CHF | 99,36% | 99,36% |
08/08/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 503 CHF | 497 003 CHF | 99,37% | 99,37% |
07/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 410 CHF | 499 910 CHF | 99,29% | 99,29% |
06/08/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 125 CHF | 496 625 CHF | 99,37% | 99,37% |
02/08/2024 | 0,49% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 884 CHF | 509 384 CHF | 99,16% | 99,16% |
31/07/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 894 CHF | 513 394 CHF | 45,17% | 45,17% |