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 | 0,81% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 707 CHF | 497 707 CHF | 99,52% | 99,52% |
14/08/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 586 CHF | 495 586 CHF | 96,01% | 96,01% |
13/08/2024 | 1,02% | 98,00 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 387 CHF | 493 387 CHF | 100,00% | 100,00% |
12/08/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 113 CHF | 492 113 CHF | 97,81% | 97,81% |
09/08/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 568 CHF | 490 568 CHF | 99,91% | 99,91% |
08/08/2024 | 1,03% | 97,10 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 008 CHF | 488 008 CHF | 98,19% | 98,19% |
07/08/2024 | 1,03% | 97,30 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 249 CHF | 490 249 CHF | 100,00% | 100,00% |