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% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 322 CHF | 503 322 CHF | 100,00% | 100,00% |
14/08/2024 | 1,00% | 99,30 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 501 CHF | 501 501 CHF | 99,50% | 99,50% |
13/08/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 656 CHF | 503 656 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 603 CHF | 501 603 CHF | 97,88% | 97,88% |
09/08/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 967 CHF | 500 967 CHF | 100,00% | 100,00% |
08/08/2024 | 1,01% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 481 CHF | 499 481 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 270 CHF | 503 270 CHF | 99,99% | 99,99% |
06/08/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 500 CHF | 500 500 CHF | 99,97% | 99,97% |
02/08/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 022 CHF | 507 022 CHF | 99,98% | 99,98% |
30/07/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 196 CHF | 512 196 CHF | 100,00% | 100,00% |