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 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 638 CHF | 499 186 CHF | 100,00% | 100,00% |
14/08/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 247 CHF | 498 791 CHF | 99,51% | 99,51% |
13/08/2024 | 0,31% | 98,90 % | 99,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 895 CHF | 495 437 CHF | 100,00% | 100,00% |
12/08/2024 | 0,31% | 98,80 % | 99,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 221 CHF | 495 764 CHF | 99,60% | 99,60% |
09/08/2024 | 0,31% | 98,50 % | 98,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 907 CHF | 494 457 CHF | 99,99% | 99,99% |
08/08/2024 | 0,31% | 98,50 % | 98,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 429 CHF | 492 979 CHF | 99,98% | 99,98% |
07/08/2024 | 0,32% | 98,50 % | 98,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 104 CHF | 491 652 CHF | 99,97% | 99,97% |
06/08/2024 | 0,32% | 96,80 % | 97,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 890 CHF | 488 439 CHF | 99,99% | 99,99% |
02/08/2024 | 0,30% | 99,20 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 610 CHF | 499 110 CHF | 100,00% | 100,00% |
31/07/2024 | 0,78% | 100,60 % | 100,91 % | 500 000 | 500 000 | 288 635 | 288 635 | 290 420 CHF | 291 552 CHF | 63,22% | 63,22% |