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 | 0,83% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 305 CHF | 485 305 CHF | 100,00% | 100,00% |
14/08/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 735 CHF | 482 735 CHF | 99,51% | 99,51% |
13/08/2024 | 0,83% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 402 CHF | 481 402 CHF | 100,00% | 100,00% |
12/08/2024 | 0,83% | 95,40 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 637 CHF | 481 637 CHF | 99,62% | 99,62% |
09/08/2024 | 0,83% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 095 CHF | 482 095 CHF | 100,00% | 100,00% |
08/08/2024 | 0,84% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 407 CHF | 480 407 CHF | 100,00% | 100,00% |
07/08/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 845 CHF | 482 845 CHF | 100,00% | 100,00% |
06/08/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 662 CHF | 478 662 CHF | 99,97% | 99,97% |
02/08/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 804 CHF | 486 804 CHF | 99,98% | 99,98% |
30/07/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 902 CHF | 492 902 CHF | 100,00% | 100,00% |