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 | 1,04% | 96,90 % | 97,90 % | 500 000 | 500 000 | 495 119 | 495 119 | 478 772 CHF | 483 745 CHF | 100,00% | 100,00% |
14/08/2024 | 1,04% | 96,10 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 388 CHF | 485 388 CHF | 99,35% | 99,35% |
13/08/2024 | 0,84% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 502 CHF | 477 502 CHF | 100,00% | 100,00% |
12/08/2024 | 0,84% | 93,90 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 421 CHF | 475 421 CHF | 99,90% | 99,90% |
09/08/2024 | 1,06% | 93,10 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 023 CHF | 472 023 CHF | 99,99% | 99,99% |
08/08/2024 | 1,06% | 93,80 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 554 CHF | 473 554 CHF | 100,00% | 100,00% |
07/08/2024 | 0,83% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 848 CHF | 484 848 CHF | 99,99% | 99,99% |
06/08/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 499 823 | 499 823 | 485 110 CHF | 489 109 CHF | 99,98% | 99,98% |
02/08/2024 | 1,02% | 97,70 % | 98,70 % | 500 000 | 500 000 | 499 195 | 499 195 | 489 036 CHF | 494 032 CHF | 99,98% | 99,98% |
30/07/2024 | 1,00% | 99,30 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 154 CHF | 501 154 CHF | 100,00% | 100,00% |