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% | 108,61 % | 109,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 091 CHF | 545 591 CHF | 100,00% | 100,00% |
14/08/2024 | 0,46% | 108,61 % | 109,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 050 CHF | 545 550 CHF | 98,23% | 98,23% |
13/08/2024 | 0,46% | 108,60 % | 109,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 000 CHF | 545 500 CHF | 100,00% | 100,00% |
12/08/2024 | 0,46% | 108,60 % | 109,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 998 CHF | 545 498 CHF | 98,29% | 98,29% |
09/08/2024 | 0,46% | 108,59 % | 109,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 950 CHF | 545 450 CHF | 100,00% | 100,00% |
08/08/2024 | 0,46% | 108,59 % | 109,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 950 CHF | 545 450 CHF | 99,90% | 99,90% |
07/08/2024 | 0,46% | 108,58 % | 109,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 898 CHF | 545 398 CHF | 99,41% | 99,41% |
06/08/2024 | 0,46% | 108,57 % | 109,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 800 CHF | 545 300 CHF | 100,00% | 100,00% |
02/08/2024 | 0,46% | 108,56 % | 109,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 798 CHF | 545 298 CHF | 100,00% | 100,00% |
30/07/2024 | 0,46% | 108,55 % | 109,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 750 CHF | 545 250 CHF | 100,00% | 100,00% |