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 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 260 CHF | 491 760 CHF | 100,00% | 100,00% |
14/08/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 000 CHF | 489 500 CHF | 99,49% | 99,49% |
13/08/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 765 CHF | 485 265 CHF | 100,00% | 100,00% |
12/08/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 604 CHF | 484 104 CHF | 97,85% | 97,85% |
09/08/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 048 CHF | 481 548 CHF | 99,98% | 99,98% |
08/08/2024 | 0,53% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 783 CHF | 477 283 CHF | 99,98% | 99,98% |
07/08/2024 | 0,31% | 95,80 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 818 CHF | 478 318 CHF | 99,99% | 99,99% |
06/08/2024 | 0,53% | 93,80 % | 94,30 % | 500 000 | 500 000 | 499 736 | 499 736 | 469 674 CHF | 472 174 CHF | 99,97% | 99,97% |
02/08/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 884 CHF | 486 384 CHF | 99,97% | 99,97% |
31/07/2024 | 0,97% | 100,50 % | 101,00 % | 500 000 | 500 000 | 288 634 | 288 634 | 289 369 CHF | 291 049 CHF | 63,22% | 63,22% |