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% | 100,80 % | 101,30 % | 50 000 | 500 000 | 50 000 | 500 000 | 50 400 CHF | 506 500 CHF | 99,17% | 99,17% |
14/08/2024 | 0,49% | 100,85 % | 101,35 % | 50 000 | 500 000 | 50 000 | 500 000 | 50 425 CHF | 506 750 CHF | 97,09% | 97,09% |
13/08/2024 | 0,49% | 100,85 % | 101,35 % | 50 000 | 500 000 | 50 000 | 500 000 | 50 425 CHF | 506 750 CHF | 99,17% | 99,17% |
12/08/2024 | 0,49% | 100,90 % | 101,40 % | 50 000 | 500 000 | 50 000 | 500 000 | 50 438 CHF | 506 875 CHF | 99,17% | 99,17% |
09/08/2024 | 0,49% | 100,90 % | 101,40 % | 50 000 | 500 000 | 50 000 | 500 000 | 50 450 CHF | 507 000 CHF | 99,17% | 99,17% |
08/08/2024 | 0,49% | 100,90 % | 101,40 % | 50 000 | 500 000 | 50 000 | 500 000 | 50 450 CHF | 507 000 CHF | 99,17% | 99,17% |
07/08/2024 | 0,49% | 100,95 % | 101,45 % | 50 000 | 500 000 | 50 000 | 500 000 | 50 475 CHF | 507 250 CHF | 99,17% | 99,17% |
06/08/2024 | 0,49% | 100,95 % | 101,45 % | 50 000 | 500 000 | 50 000 | 500 000 | 50 475 CHF | 507 250 CHF | 99,17% | 99,17% |
02/08/2024 | 0,49% | 101,00 % | 101,50 % | 50 000 | 500 000 | 50 000 | 500 000 | 50 500 CHF | 507 500 CHF | 97,67% | 97,67% |
31/07/2024 | 0,49% | 101,00 % | 101,50 % | 50 000 | 500 000 | 50 000 | 500 000 | 50 500 CHF | 507 500 CHF | 45,18% | 45,18% |