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 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 138 CHF | 503 638 CHF | 99,38% | 99,38% |
14/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 156 CHF | 501 656 CHF | 99,38% | 99,38% |
13/08/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 298 CHF | 499 798 CHF | 99,19% | 99,19% |
12/08/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 919 CHF | 493 419 CHF | 99,37% | 99,37% |
09/08/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 960 CHF | 491 460 CHF | 99,37% | 99,37% |
08/08/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 518 CHF | 489 018 CHF | 99,37% | 99,37% |
07/08/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 911 CHF | 492 411 CHF | 99,13% | 99,13% |
06/08/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 499 972 | 475 843 CHF | 478 297 CHF | 99,36% | 99,36% |
02/08/2024 | 0,51% | 95,95 % | 96,45 % | 500 000 | 500 000 | 500 000 | 499 946 | 485 670 CHF | 488 116 CHF | 99,14% | 99,14% |
31/07/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 313 CHF | 500 813 CHF | 45,17% | 45,17% |