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 | 0,82% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 785 CHF | 492 785 CHF | 100,00% | 100,00% |
14/08/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 663 CHF | 491 663 CHF | 99,51% | 99,51% |
13/08/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 600 CHF | 488 600 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 121 CHF | 488 121 CHF | 97,87% | 97,87% |
09/08/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 528 CHF | 488 528 CHF | 100,00% | 100,00% |
08/08/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 941 CHF | 483 941 CHF | 100,00% | 100,00% |
07/08/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 784 CHF | 487 784 CHF | 100,00% | 100,00% |
06/08/2024 | 0,83% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 180 CHF | 482 180 CHF | 99,96% | 99,96% |
02/08/2024 | 0,82% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 841 CHF | 490 841 CHF | 99,96% | 99,96% |
30/07/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 439 CHF | 499 439 CHF | 100,00% | 100,00% |