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% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 524 CHF | 500 024 CHF | 99,16% | 99,16% |
14/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 592 CHF | 500 092 CHF | 49,07% | 49,07% |
13/08/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 499 889 | 494 286 CHF | 496 676 CHF | 99,16% | 99,16% |
12/08/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 286 CHF | 496 786 CHF | 99,17% | 99,17% |
09/08/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 267 CHF | 495 767 CHF | 99,17% | 99,17% |
08/08/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 310 CHF | 494 810 CHF | 99,16% | 99,16% |
07/08/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 016 CHF | 497 516 CHF | 99,16% | 99,16% |
06/08/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 915 CHF | 493 415 CHF | 99,16% | 99,16% |
02/08/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 517 CHF | 501 017 CHF | 97,13% | 97,13% |
30/07/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 524 CHF | 504 024 CHF | 99,38% | 99,38% |