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 | 0,47% | 106,67 % | 107,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 350 CHF | 535 850 CHF | 100,00% | 100,00% |
14/08/2024 | 0,47% | 106,65 % | 107,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 291 CHF | 535 791 CHF | 98,22% | 98,22% |
13/08/2024 | 0,47% | 106,65 % | 107,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 250 CHF | 535 750 CHF | 100,00% | 100,00% |
12/08/2024 | 0,47% | 106,65 % | 107,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 250 CHF | 535 750 CHF | 98,30% | 98,30% |
09/08/2024 | 0,47% | 106,64 % | 107,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 200 CHF | 535 700 CHF | 100,00% | 100,00% |
08/08/2024 | 0,47% | 106,64 % | 107,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 200 CHF | 535 700 CHF | 99,89% | 99,89% |
07/08/2024 | 0,47% | 106,63 % | 107,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 150 CHF | 535 650 CHF | 99,39% | 99,39% |
06/08/2024 | 0,47% | 106,63 % | 107,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 139 CHF | 535 639 CHF | 100,00% | 100,00% |
02/08/2024 | 0,47% | 106,61 % | 107,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 054 CHF | 535 554 CHF | 100,00% | 100,00% |
30/07/2024 | 0,47% | 106,60 % | 107,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 000 CHF | 535 500 CHF | 100,00% | 100,00% |