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 | 0,46% | 107,63 % | 108,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 150 CHF | 540 650 CHF | 100,00% | 100,00% |
14/08/2024 | 0,46% | 107,62 % | 108,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 100 CHF | 540 600 CHF | 98,24% | 98,24% |
13/08/2024 | 0,46% | 107,61 % | 108,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 050 CHF | 540 550 CHF | 100,00% | 100,00% |
12/08/2024 | 0,46% | 107,61 % | 108,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 050 CHF | 540 550 CHF | 98,27% | 98,27% |
09/08/2024 | 0,46% | 107,61 % | 108,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 050 CHF | 540 550 CHF | 100,00% | 100,00% |
08/08/2024 | 0,46% | 107,60 % | 108,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 000 CHF | 540 500 CHF | 99,89% | 99,89% |
07/08/2024 | 0,46% | 107,59 % | 108,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 947 CHF | 540 447 CHF | 99,39% | 99,39% |
06/08/2024 | 0,46% | 107,58 % | 108,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 882 CHF | 540 382 CHF | 100,00% | 100,00% |
02/08/2024 | 0,46% | 107,58 % | 108,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 864 CHF | 540 364 CHF | 100,00% | 100,00% |
30/07/2024 | 0,46% | 107,56 % | 108,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 800 CHF | 540 300 CHF | 100,00% | 100,00% |