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 | 0,57% | 104,85 % | 105,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 375 CHF | 526 375 CHF | 100,00% | 100,00% |
14/08/2024 | 0,57% | 104,42 % | 105,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 260 CHF | 524 260 CHF | 98,24% | 98,24% |
13/08/2024 | 0,58% | 103,82 % | 104,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 337 CHF | 521 337 CHF | 100,00% | 100,00% |
12/08/2024 | 0,58% | 103,80 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 769 CHF | 521 769 CHF | 98,30% | 98,30% |
09/08/2024 | 0,58% | 103,58 % | 104,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 152 CHF | 521 152 CHF | 100,00% | 100,00% |
08/08/2024 | 0,58% | 103,44 % | 104,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 746 CHF | 518 746 CHF | 99,89% | 99,89% |
07/08/2024 | 0,58% | 103,80 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 353 CHF | 520 353 CHF | 99,40% | 99,40% |
06/08/2024 | 0,58% | 102,92 % | 103,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 513 CHF | 517 513 CHF | 100,00% | 100,00% |
02/08/2024 | 0,57% | 103,87 % | 104,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 117 CHF | 524 117 CHF | 99,96% | 99,96% |
30/07/2024 | 0,57% | 105,37 % | 105,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 795 CHF | 528 795 CHF | 99,98% | 99,98% |