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 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 035 CHF | 507 035 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 354 CHF | 509 354 CHF | 99,29% | 99,29% |
13/08/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 725 CHF | 500 725 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 644 CHF | 503 644 CHF | 99,60% | 99,60% |
09/08/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 263 CHF | 503 263 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 328 CHF | 499 328 CHF | 99,99% | 99,99% |
07/08/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 158 CHF | 501 158 CHF | 100,00% | 100,00% |
06/08/2024 | 1,01% | 98,80 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 660 CHF | 499 660 CHF | 99,97% | 99,97% |
02/08/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 658 CHF | 500 658 CHF | 99,98% | 99,98% |
31/07/2024 | 1,27% | 100,00 % | 100,80 % | 500 000 | 500 000 | 288 628 | 288 628 | 288 718 CHF | 291 264 CHF | 63,22% | 63,22% |