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 | 0,84% | 97,00 % | 97,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 169 CHF | 484 218 CHF | 100,00% | 100,00% |
14/08/2024 | 0,84% | 96,30 % | 97,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 553 CHF | 485 597 CHF | 99,50% | 99,50% |
13/08/2024 | 0,84% | 95,60 % | 96,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 043 CHF | 481 084 CHF | 100,00% | 100,00% |
12/08/2024 | 0,84% | 95,20 % | 96,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 730 CHF | 480 773 CHF | 99,63% | 99,63% |
09/08/2024 | 0,85% | 95,00 % | 95,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 724 CHF | 479 774 CHF | 100,00% | 100,00% |
08/08/2024 | 0,85% | 94,80 % | 95,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 807 CHF | 477 857 CHF | 99,99% | 99,99% |
07/08/2024 | 0,84% | 96,20 % | 97,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 286 CHF | 485 334 CHF | 100,00% | 100,00% |
06/08/2024 | 0,85% | 95,50 % | 96,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 951 CHF | 479 000 CHF | 99,99% | 99,99% |
02/08/2024 | 0,82% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 272 CHF | 490 272 CHF | 99,95% | 99,95% |
30/07/2024 | 0,82% | 98,50 % | 99,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 604 CHF | 497 654 CHF | 100,00% | 100,00% |