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% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 120 CHF | 496 120 CHF | 100,00% | 100,00% |
14/08/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 474 CHF | 497 474 CHF | 99,49% | 99,49% |
13/08/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 309 CHF | 494 309 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 375 CHF | 496 375 CHF | 97,88% | 97,88% |
09/08/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 976 CHF | 496 976 CHF | 100,00% | 100,00% |
08/08/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 875 CHF | 495 875 CHF | 99,99% | 99,99% |
07/08/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 156 CHF | 500 156 CHF | 100,00% | 100,00% |
06/08/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 628 CHF | 495 628 CHF | 99,98% | 99,98% |
02/08/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 251 CHF | 497 251 CHF | 99,97% | 99,97% |
30/07/2024 | 0,80% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 057 CHF | 505 057 CHF | 100,00% | 100,00% |