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 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 061 CHF | 507 561 CHF | 100,00% | 100,00% |
14/08/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 493 CHF | 507 993 CHF | 99,50% | 99,50% |
13/08/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 437 CHF | 506 937 CHF | 100,00% | 100,00% |
12/08/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 827 CHF | 507 327 CHF | 99,61% | 99,61% |
09/08/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 500 CHF | 507 000 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 461 CHF | 505 961 CHF | 99,99% | 99,99% |
07/08/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 995 CHF | 506 495 CHF | 100,00% | 100,00% |
06/08/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 133 CHF | 506 633 CHF | 100,00% | 100,00% |
02/08/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 403 CHF | 506 903 CHF | 100,00% | 100,00% |
30/07/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 817 CHF | 508 317 CHF | 100,00% | 100,00% |