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 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 046 CHF | 509 046 CHF | 100,00% | 100,00% |
14/08/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 630 CHF | 507 630 CHF | 99,51% | 99,51% |
13/08/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 358 CHF | 508 358 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 434 CHF | 506 434 CHF | 99,62% | 99,62% |
09/08/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 584 CHF | 506 584 CHF | 100,00% | 100,00% |
08/08/2024 | 1,00% | 99,90 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 409 CHF | 503 409 CHF | 99,99% | 99,99% |
07/08/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 931 CHF | 503 931 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 163 CHF | 503 163 CHF | 100,00% | 100,00% |
02/08/2024 | 0,99% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 553 CHF | 505 553 CHF | 99,98% | 99,98% |
30/07/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 896 CHF | 508 896 CHF | 100,00% | 100,00% |