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% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 855 CHF | 501 355 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 816 CHF | 500 316 CHF | 97,09% | 97,09% |
13/08/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 469 CHF | 498 969 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 653 CHF | 500 153 CHF | 99,17% | 99,17% |
09/08/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 364 CHF | 500 864 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 150 CHF | 497 650 CHF | 99,16% | 99,16% |
07/08/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 566 CHF | 500 066 CHF | 99,16% | 99,16% |
06/08/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 369 CHF | 497 869 CHF | 99,15% | 99,15% |
02/08/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 722 CHF | 503 222 CHF | 97,65% | 97,65% |
30/07/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 759 CHF | 505 259 CHF | 99,17% | 99,17% |