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% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 979 CHF | 502 479 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 366 CHF | 501 866 CHF | 97,10% | 97,10% |
13/08/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 861 CHF | 499 361 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 776 CHF | 499 276 CHF | 99,17% | 99,17% |
09/08/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 229 CHF | 498 729 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 228 CHF | 497 728 CHF | 99,16% | 99,16% |
07/08/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 245 CHF | 498 745 CHF | 99,16% | 99,16% |
06/08/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 352 CHF | 495 852 CHF | 99,15% | 99,15% |
02/08/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 533 CHF | 506 033 CHF | 97,65% | 97,65% |
31/07/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 974 CHF | 508 474 CHF | 99,17% | 99,17% |