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% | 98,80 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 121 CHF | 495 121 CHF | 100,00% | 100,00% |
14/08/2024 | 0,20% | 98,80 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 574 CHF | 496 574 CHF | 99,51% | 99,51% |
13/08/2024 | 0,20% | 98,70 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 109 CHF | 494 109 CHF | 100,00% | 100,00% |
12/08/2024 | 0,41% | 98,80 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 252 CHF | 494 252 CHF | 99,60% | 99,60% |
09/08/2024 | 0,20% | 98,20 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 626 CHF | 493 626 CHF | 100,00% | 100,00% |
08/08/2024 | 0,20% | 98,60 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 959 CHF | 490 959 CHF | 100,00% | 100,00% |
07/08/2024 | 0,20% | 98,00 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 615 CHF | 490 615 CHF | 100,00% | 100,00% |
06/08/2024 | 0,41% | 97,20 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 312 CHF | 487 312 CHF | 99,97% | 99,97% |
02/08/2024 | 0,40% | 98,50 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 892 CHF | 495 892 CHF | 100,00% | 100,00% |
31/07/2024 | 0,68% | 99,50 % | 99,70 % | 500 000 | 500 000 | 283 968 | 283 968 | 282 003 CHF | 282 809 CHF | 61,82% | 61,82% |