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% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 629 CHF | 500 129 CHF | 99,17% | 99,17% |
14/08/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 617 CHF | 499 117 CHF | 97,09% | 97,09% |
13/08/2024 | 0,51% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 421 CHF | 495 921 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 376 CHF | 496 876 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 130 CHF | 494 630 CHF | 99,17% | 99,17% |
08/08/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 064 CHF | 491 564 CHF | 99,17% | 99,17% |
07/08/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 638 CHF | 492 138 CHF | 99,16% | 99,16% |
06/08/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 423 CHF | 487 923 CHF | 99,16% | 99,16% |
02/08/2024 | 0,50% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 890 CHF | 499 390 CHF | 97,66% | 97,66% |
31/07/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 044 CHF | 502 544 CHF | 45,18% | 45,18% |