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 | 0,81% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 361 CHF | 498 361 CHF | 100,00% | 100,00% |
14/08/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 347 CHF | 497 347 CHF | 99,51% | 99,51% |
13/08/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 689 CHF | 495 689 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 054 CHF | 491 054 CHF | 99,62% | 99,62% |
09/08/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 176 CHF | 493 176 CHF | 100,00% | 100,00% |
08/08/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 151 CHF | 489 151 CHF | 99,99% | 99,99% |
07/08/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 306 CHF | 491 306 CHF | 99,99% | 99,99% |
06/08/2024 | 0,82% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 177 CHF | 487 177 CHF | 99,94% | 99,94% |
02/08/2024 | 0,82% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 718 CHF | 491 718 CHF | 99,98% | 99,98% |
30/07/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 254 CHF | 504 254 CHF | 100,00% | 100,00% |