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 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 997 CHF | 481 997 CHF | 100,00% | 100,00% |
14/08/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 857 CHF | 484 857 CHF | 99,50% | 99,50% |
13/08/2024 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 339 CHF | 481 339 CHF | 100,00% | 100,00% |
12/08/2024 | 0,84% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 835 CHF | 479 835 CHF | 99,63% | 99,63% |
09/08/2024 | 0,83% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 230 CHF | 481 230 CHF | 100,00% | 100,00% |
08/08/2024 | 0,84% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 240 CHF | 480 240 CHF | 100,00% | 100,00% |
07/08/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 391 CHF | 489 391 CHF | 100,00% | 100,00% |
06/08/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 921 CHF | 482 921 CHF | 99,99% | 99,99% |
02/08/2024 | 0,84% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 664 CHF | 480 664 CHF | 100,00% | 100,00% |
30/07/2024 | 0,82% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 804 CHF | 488 804 CHF | 100,00% | 100,00% |