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 | 1,05% | 95,60 % | 96,60 % | 500 000 | 500 000 | 499 134 | 499 134 | 473 271 CHF | 478 266 CHF | 100,00% | 100,00% |
14/08/2024 | 0,85% | 94,50 % | 95,30 % | 500 000 | 500 000 | 494 789 | 494 789 | 468 487 CHF | 472 465 CHF | 99,50% | 99,50% |
13/08/2024 | 0,85% | 94,40 % | 95,20 % | 500 000 | 500 000 | 497 442 | 497 442 | 467 344 CHF | 471 333 CHF | 100,00% | 100,00% |
12/08/2024 | 1,06% | 93,60 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 408 CHF | 473 408 CHF | 98,14% | 98,14% |
09/08/2024 | 1,07% | 93,30 % | 94,30 % | 500 000 | 500 000 | 496 669 | 496 669 | 462 694 CHF | 467 674 CHF | 100,00% | 100,00% |
08/08/2024 | 0,87% | 92,50 % | 93,30 % | 500 000 | 500 000 | 499 621 | 499 621 | 459 970 CHF | 463 969 CHF | 100,00% | 100,00% |
07/08/2024 | 0,87% | 93,20 % | 94,00 % | 500 000 | 500 000 | 489 593 | 489 593 | 455 188 CHF | 459 144 CHF | 99,99% | 99,99% |
06/08/2024 | 1,07% | 93,90 % | 94,90 % | 500 000 | 500 000 | 498 385 | 498 385 | 464 902 CHF | 469 891 CHF | 99,94% | 99,94% |
02/08/2024 | 0,89% | 92,50 % | 93,30 % | 500 000 | 500 000 | 479 341 | 479 341 | 447 396 CHF | 451 309 CHF | 87,84% | 87,84% |
30/07/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 498 484 | 498 484 | 487 317 CHF | 491 310 CHF | 100,00% | 100,00% |