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% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 759 CHF | 498 259 CHF | 99,16% | 99,16% |
14/08/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 786 CHF | 498 286 CHF | 49,07% | 49,07% |
13/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 794 CHF | 499 294 CHF | 99,16% | 99,16% |
12/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 638 CHF | 500 138 CHF | 99,16% | 99,16% |
09/08/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 599 CHF | 500 099 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 868 CHF | 500 368 CHF | 99,16% | 99,16% |
07/08/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 010 CHF | 500 510 CHF | 99,16% | 99,16% |
06/08/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 274 CHF | 499 774 CHF | 99,16% | 99,16% |
02/08/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 059 CHF | 501 559 CHF | 97,13% | 97,13% |
31/07/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 258 CHF | 501 758 CHF | 40,35% | 40,35% |