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% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 211 CHF | 506 711 CHF | 100,00% | 100,00% |
14/08/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 997 CHF | 506 497 CHF | 98,32% | 98,32% |
13/08/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 809 CHF | 506 309 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 512 CHF | 506 012 CHF | 100,00% | 100,00% |
09/08/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 311 CHF | 507 311 CHF | 100,00% | 100,00% |
08/08/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 844 CHF | 506 844 CHF | 100,00% | 100,00% |
07/08/2024 | 0,99% | 100,50 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 037 CHF | 507 037 CHF | 99,92% | 99,92% |
06/08/2024 | 0,99% | 100,35 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 136 CHF | 506 136 CHF | 99,18% | 99,18% |
02/08/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 348 CHF | 507 848 CHF | 99,86% | 99,86% |
30/07/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 194 CHF | 507 694 CHF | 100,00% | 100,00% |