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 | 1,00% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 927 CHF | 503 927 CHF | 99,52% | 99,52% |
14/08/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 457 CHF | 501 457 CHF | 96,01% | 96,01% |
13/08/2024 | 0,81% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 621 CHF | 498 621 CHF | 100,00% | 100,00% |
12/08/2024 | 1,01% | 98,30 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 912 CHF | 495 912 CHF | 99,60% | 99,60% |
09/08/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 449 CHF | 494 449 CHF | 99,91% | 99,91% |
08/08/2024 | 0,82% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 739 CHF | 490 739 CHF | 98,19% | 98,19% |
07/08/2024 | 0,82% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 739 CHF | 492 739 CHF | 100,00% | 100,00% |
06/08/2024 | 1,03% | 97,00 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 821 CHF | 487 821 CHF | 99,94% | 99,94% |
02/08/2024 | 0,81% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 553 CHF | 493 553 CHF | 98,38% | 98,38% |
30/07/2024 | 1,00% | 99,20 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 151 CHF | 502 151 CHF | 100,00% | 100,00% |