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 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 506 500 CHF | 100,00% | 100,00% |
14/08/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 506 500 CHF | 99,50% | 99,50% |
13/08/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 557 CHF | 506 557 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 506 000 CHF | 99,62% | 99,62% |
09/08/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 001 CHF | 504 001 CHF | 100,00% | 100,00% |
08/08/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 019 CHF | 504 019 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 424 CHF | 505 424 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 022 CHF | 505 022 CHF | 100,00% | 100,00% |
02/08/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 506 500 CHF | 100,00% | 100,00% |
30/07/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 CHF | 506 000 CHF | 97,72% | 97,72% |