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 | 0,20% | 100,00 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 359 CHF | 500 359 CHF | 100,00% | 100,00% |
14/08/2024 | 0,20% | 99,60 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 697 CHF | 498 697 CHF | 99,51% | 99,51% |
13/08/2024 | 0,40% | 99,20 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 279 CHF | 497 279 CHF | 100,00% | 100,00% |
12/08/2024 | 0,40% | 99,20 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 884 CHF | 496 884 CHF | 99,60% | 99,60% |
09/08/2024 | 0,20% | 99,10 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 598 CHF | 496 598 CHF | 100,00% | 100,00% |
08/08/2024 | 0,20% | 99,10 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 375 CHF | 494 375 CHF | 99,98% | 99,98% |
07/08/2024 | 0,20% | 99,60 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 621 CHF | 494 621 CHF | 100,00% | 100,00% |
06/08/2024 | 0,41% | 98,40 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 068 CHF | 493 068 CHF | 99,99% | 99,99% |
02/08/2024 | 0,20% | 98,40 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 106 CHF | 496 106 CHF | 89,05% | 89,05% |
31/07/2024 | 0,68% | 100,60 % | 100,80 % | 500 000 | 500 000 | 283 933 | 283 933 | 285 175 CHF | 285 986 CHF | 61,81% | 61,81% |