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 | 0,98% | 101,30 % | 102,30 % | 50 000 | 50 000 | 481 451 | 481 451 | 487 326 CHF | 492 141 CHF | 100,00% | 100,00% |
14/08/2024 | 0,98% | 101,20 % | 102,20 % | 50 000 | 50 000 | 481 270 | 481 270 | 487 058 CHF | 491 871 CHF | 99,51% | 99,51% |
13/08/2024 | 0,79% | 101,30 % | 102,10 % | 50 000 | 50 000 | 481 372 | 481 372 | 487 288 CHF | 491 139 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 101,30 % | 102,10 % | 50 000 | 50 000 | 480 930 | 480 930 | 487 182 CHF | 491 030 CHF | 98,13% | 98,13% |
09/08/2024 | 0,98% | 101,20 % | 102,20 % | 50 000 | 50 000 | 481 344 | 481 344 | 486 906 CHF | 491 720 CHF | 100,00% | 100,00% |
08/08/2024 | 0,99% | 101,00 % | 102,00 % | 50 000 | 50 000 | 481 480 | 481 480 | 485 976 CHF | 490 791 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 100,70 % | 101,50 % | 50 000 | 50 000 | 481 396 | 481 396 | 485 512 CHF | 489 363 CHF | 99,99% | 99,99% |
06/08/2024 | 0,79% | 101,00 % | 101,80 % | 50 000 | 50 000 | 481 527 | 481 527 | 485 936 CHF | 489 789 CHF | 99,99% | 99,99% |
02/08/2024 | 0,98% | 101,00 % | 102,00 % | 50 000 | 50 000 | 481 472 | 481 472 | 486 716 CHF | 491 531 CHF | 100,00% | 100,00% |
30/07/2024 | 0,98% | 101,10 % | 102,10 % | 50 000 | 50 000 | 481 426 | 481 426 | 486 722 CHF | 491 536 CHF | 100,00% | 100,00% |