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 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 326 CHF | 501 826 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 523 CHF | 501 023 CHF | 97,10% | 97,10% |
13/08/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 183 CHF | 499 683 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 990 CHF | 499 490 CHF | 99,17% | 99,17% |
09/08/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 162 CHF | 499 662 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 884 CHF | 498 384 CHF | 99,17% | 99,17% |
07/08/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 410 CHF | 497 910 CHF | 99,17% | 99,17% |
06/08/2024 | 0,51% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 417 CHF | 495 917 CHF | 99,16% | 99,16% |
02/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 602 CHF | 500 102 CHF | 97,66% | 97,66% |
31/07/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 975 CHF | 500 475 CHF | 99,16% | 99,16% |