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 | 0,30% | 100,00 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 023 CHF | 500 523 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 193 CHF | 498 693 CHF | 99,50% | 99,50% |
13/08/2024 | 0,30% | 99,00 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 944 CHF | 495 444 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 99,00 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 542 CHF | 497 042 CHF | 99,60% | 99,60% |
09/08/2024 | 0,30% | 99,00 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 667 CHF | 496 167 CHF | 100,00% | 100,00% |
08/08/2024 | 0,31% | 98,80 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 528 CHF | 492 028 CHF | 99,98% | 99,98% |
07/08/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 507 CHF | 495 007 CHF | 100,00% | 100,00% |
06/08/2024 | 0,31% | 97,80 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 891 CHF | 487 391 CHF | 100,00% | 100,00% |
02/08/2024 | 0,30% | 98,60 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 519 CHF | 498 019 CHF | 99,98% | 99,98% |
31/07/2024 | 0,77% | 100,20 % | 100,50 % | 500 000 | 500 000 | 288 646 | 288 646 | 288 897 CHF | 290 000 CHF | 63,22% | 63,22% |