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 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 081 CHF | 491 081 CHF | 100,00% | 100,00% |
14/08/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 797 CHF | 488 797 CHF | 99,50% | 99,50% |
13/08/2024 | 1,03% | 96,70 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 050 CHF | 487 050 CHF | 100,00% | 100,00% |
12/08/2024 | 1,03% | 96,20 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 758 CHF | 485 758 CHF | 97,86% | 97,86% |
09/08/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 631 CHF | 484 631 CHF | 100,00% | 100,00% |
08/08/2024 | 0,84% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 743 CHF | 479 743 CHF | 100,00% | 100,00% |
07/08/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 110 CHF | 481 110 CHF | 100,00% | 100,00% |
06/08/2024 | 1,05% | 94,60 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 027 CHF | 477 027 CHF | 99,96% | 99,96% |
02/08/2024 | 0,83% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 498 CHF | 484 498 CHF | 99,98% | 99,98% |
30/07/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 588 CHF | 493 588 CHF | 100,00% | 100,00% |