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% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 216 CHF | 478 216 CHF | 100,00% | 100,00% |
14/08/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 414 CHF | 481 414 CHF | 99,51% | 99,51% |
13/08/2024 | 0,85% | 94,30 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 680 CHF | 472 680 CHF | 99,99% | 99,99% |
12/08/2024 | 0,85% | 93,90 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 128 CHF | 475 128 CHF | 99,62% | 99,62% |
09/08/2024 | 0,85% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 855 CHF | 473 855 CHF | 99,98% | 99,98% |
08/08/2024 | 0,86% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 003 CHF | 466 003 CHF | 100,00% | 100,00% |
07/08/2024 | 0,85% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 600 CHF | 472 600 CHF | 99,98% | 99,98% |
06/08/2024 | 0,87% | 91,10 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 988 CHF | 460 988 CHF | 99,98% | 99,98% |
02/08/2024 | 0,83% | 94,30 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 921 CHF | 486 921 CHF | 99,94% | 99,94% |
30/07/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 765 CHF | 508 765 CHF | 100,00% | 100,00% |