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 | 0,30% | 100,20 % | 100,50 % | 500 000 | 100 000 | 500 000 | 100 000 | 501 000 CHF | 100 500 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 100 000 | 500 000 | 100 000 | 501 000 CHF | 100 500 CHF | 99,51% | 99,51% |
13/08/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 100 000 | 500 000 | 100 000 | 501 000 CHF | 100 500 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 100 000 | 500 000 | 100 000 | 501 000 CHF | 100 500 CHF | 99,60% | 99,60% |
09/08/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 503 000 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 090 CHF | 502 590 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 476 CHF | 502 976 CHF | 100,00% | 100,00% |
06/08/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 503 000 CHF | 100,00% | 100,00% |
02/08/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 499 243 | 500 000 | 500 279 CHF | 502 538 CHF | 100,00% | 100,00% |
31/07/2024 | 0,77% | 100,20 % | 100,50 % | 500 000 | 500 000 | 289 106 | 289 106 | 289 567 CHF | 290 671 CHF | 63,36% | 63,36% |