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% | 94,50 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 592 CHF | 477 592 CHF | 100,00% | 100,00% |
14/08/2024 | 0,84% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 379 CHF | 475 379 CHF | 99,51% | 99,51% |
13/08/2024 | 0,86% | 93,50 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 925 CHF | 468 925 CHF | 100,00% | 100,00% |
12/08/2024 | 1,06% | 93,20 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 214 CHF | 473 214 CHF | 99,90% | 99,90% |
09/08/2024 | 1,06% | 93,70 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 013 CHF | 475 013 CHF | 100,00% | 100,00% |
08/08/2024 | 0,85% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 021 CHF | 474 021 CHF | 100,00% | 100,00% |
07/08/2024 | 0,86% | 94,30 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 966 CHF | 468 966 CHF | 100,00% | 100,00% |
06/08/2024 | 1,08% | 93,10 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 206 CHF | 465 206 CHF | 99,99% | 99,99% |
02/08/2024 | 0,83% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 112 CHF | 484 112 CHF | 99,97% | 99,97% |
30/07/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 273 CHF | 495 273 CHF | 100,00% | 100,00% |