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 | 0,43% | 116,84 % | 117,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 584 200 CHF | 586 700 CHF | 100,00% | 100,00% |
14/08/2024 | 0,43% | 116,82 % | 117,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 584 101 CHF | 586 601 CHF | 98,24% | 98,24% |
13/08/2024 | 0,43% | 116,78 % | 117,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 583 864 CHF | 586 364 CHF | 100,00% | 100,00% |
12/08/2024 | 0,43% | 116,79 % | 117,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 583 921 CHF | 586 421 CHF | 98,30% | 98,30% |
09/08/2024 | 0,43% | 116,72 % | 117,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 583 533 CHF | 586 033 CHF | 99,99% | 99,99% |
08/08/2024 | 0,43% | 116,69 % | 117,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 583 405 CHF | 585 905 CHF | 99,90% | 99,90% |
07/08/2024 | 0,43% | 116,80 % | 117,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 583 564 CHF | 586 064 CHF | 99,39% | 99,39% |
06/08/2024 | 0,43% | 116,50 % | 117,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 581 334 CHF | 583 834 CHF | 100,00% | 100,00% |
02/08/2024 | 0,43% | 116,71 % | 117,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 583 809 CHF | 586 309 CHF | 99,98% | 99,98% |
30/07/2024 | 0,43% | 116,77 % | 117,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 583 857 CHF | 586 357 CHF | 100,00% | 100,00% |