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% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 494 CHF | 496 494 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 713 CHF | 499 713 CHF | 99,51% | 99,51% |
13/08/2024 | 0,83% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 586 CHF | 484 586 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 409 CHF | 504 409 CHF | 99,62% | 99,62% |
09/08/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 428 CHF | 506 428 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 582 CHF | 502 582 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 721 CHF | 504 721 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 841 CHF | 500 841 CHF | 99,98% | 99,98% |
02/08/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 795 CHF | 500 795 CHF | 99,98% | 99,98% |
30/07/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 069 CHF | 503 069 CHF | 100,00% | 100,00% |