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 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 610 CHF | 493 610 CHF | 100,00% | 100,00% |
14/08/2024 | 0,81% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 996 CHF | 492 996 CHF | 99,51% | 99,51% |
13/08/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 202 CHF | 491 202 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 521 CHF | 491 521 CHF | 99,62% | 99,62% |
09/08/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 268 CHF | 492 268 CHF | 99,99% | 99,99% |
08/08/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 477 CHF | 490 477 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 166 CHF | 500 166 CHF | 100,00% | 100,00% |
06/08/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 002 CHF | 494 002 CHF | 99,99% | 99,99% |
02/08/2024 | 0,80% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 300 CHF | 499 300 CHF | 99,99% | 99,99% |
30/07/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 963 CHF | 502 963 CHF | 100,00% | 100,00% |