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 | 0,31% | 98,40 % | 98,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 536 CHF | 493 084 CHF | 100,00% | 100,00% |
14/08/2024 | 0,31% | 98,60 % | 98,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 386 CHF | 492 930 CHF | 99,50% | 99,50% |
13/08/2024 | 0,32% | 97,80 % | 98,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 300 CHF | 489 842 CHF | 100,00% | 100,00% |
12/08/2024 | 0,32% | 97,40 % | 97,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 268 CHF | 487 810 CHF | 97,84% | 97,84% |
09/08/2024 | 0,32% | 97,10 % | 97,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 354 CHF | 485 904 CHF | 99,99% | 99,99% |
08/08/2024 | 0,32% | 96,60 % | 96,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 282 CHF | 481 832 CHF | 100,00% | 100,00% |
07/08/2024 | 0,32% | 97,30 % | 97,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 885 CHF | 485 433 CHF | 100,00% | 100,00% |
06/08/2024 | 0,32% | 95,90 % | 96,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 247 CHF | 479 796 CHF | 99,47% | 99,47% |
02/08/2024 | 0,31% | 96,50 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 432 CHF | 486 932 CHF | 99,98% | 99,98% |
31/07/2024 | 0,79% | 98,50 % | 98,81 % | 500 000 | 500 000 | 283 970 | 283 970 | 280 371 CHF | 281 489 CHF | 61,82% | 61,82% |