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 | 0,32% | 97,40 % | 97,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 052 CHF | 486 600 CHF | 100,00% | 100,00% |
14/08/2024 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 417 CHF | 483 917 CHF | 99,50% | 99,50% |
13/08/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 519 CHF | 479 019 CHF | 99,99% | 99,99% |
12/08/2024 | 0,32% | 95,30 % | 95,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 454 CHF | 476 998 CHF | 99,61% | 99,61% |
09/08/2024 | 0,33% | 94,60 % | 94,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 707 CHF | 475 257 CHF | 100,00% | 100,00% |
08/08/2024 | 0,53% | 94,10 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 370 CHF | 471 870 CHF | 99,98% | 99,98% |
07/08/2024 | 0,33% | 94,80 % | 95,11 % | 500 000 | 500 000 | 499 990 | 500 000 | 472 886 CHF | 474 444 CHF | 100,00% | 100,00% |
06/08/2024 | 0,33% | 92,80 % | 93,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 342 CHF | 464 891 CHF | 99,97% | 99,97% |
02/08/2024 | 0,53% | 93,60 % | 94,10 % | 500 000 | 500 000 | 500 000 | 499 797 | 468 828 CHF | 471 136 CHF | 99,95% | 99,95% |
31/07/2024 | 0,79% | 95,60 % | 95,91 % | 500 000 | 500 000 | 289 151 | 289 151 | 276 626 CHF | 277 747 CHF | 63,35% | 63,35% |