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 | 501 751 CHF | 505 751 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 782 CHF | 503 782 CHF | 99,50% | 99,50% |
13/08/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 126 CHF | 501 126 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 169 CHF | 499 169 CHF | 97,85% | 97,85% |
09/08/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 769 CHF | 498 769 CHF | 100,00% | 100,00% |
08/08/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 177 CHF | 495 177 CHF | 99,99% | 99,99% |
07/08/2024 | 0,81% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 595 CHF | 497 595 CHF | 100,00% | 100,00% |
06/08/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 711 CHF | 492 711 CHF | 99,97% | 99,97% |
02/08/2024 | 0,79% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 827 CHF | 505 827 CHF | 99,98% | 99,98% |
30/07/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 077 CHF | 512 077 CHF | 100,00% | 100,00% |