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 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 000 CHF | 512 000 CHF | 100,00% | 100,00% |
14/08/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 500 CHF | 513 500 CHF | 99,50% | 99,50% |
13/08/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 500 CHF | 513 500 CHF | 100,00% | 100,00% |
12/08/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 500 CHF | 513 500 CHF | 99,63% | 99,63% |
09/08/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 513 000 CHF | 100,00% | 100,00% |
08/08/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 513 000 CHF | 100,00% | 100,00% |
07/08/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 688 CHF | 512 688 CHF | 100,00% | 100,00% |
06/08/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 071 CHF | 512 071 CHF | 100,00% | 100,00% |
02/08/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 706 CHF | 512 706 CHF | 100,00% | 100,00% |
30/07/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 513 000 CHF | 100,00% | 100,00% |