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 | 0,30% | 100,10 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 429 CHF | 501 929 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 100,10 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 837 CHF | 500 337 CHF | 99,51% | 99,51% |
13/08/2024 | 0,30% | 99,30 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 771 CHF | 497 271 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 391 CHF | 497 891 CHF | 97,84% | 97,84% |
09/08/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 810 CHF | 497 310 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 98,80 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 468 CHF | 494 968 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 008 CHF | 495 508 CHF | 99,99% | 99,99% |
06/08/2024 | 0,31% | 97,70 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 121 CHF | 487 621 CHF | 99,96% | 99,96% |
02/08/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 133 CHF | 499 633 CHF | 99,97% | 99,97% |
31/07/2024 | 0,77% | 100,00 % | 100,30 % | 500 000 | 500 000 | 289 136 | 289 136 | 289 101 CHF | 290 205 CHF | 63,35% | 63,35% |