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% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 004 CHF | 509 504 CHF | 99,17% | 99,17% |
14/08/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 442 CHF | 509 942 CHF | 97,10% | 97,10% |
13/08/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 339 CHF | 509 839 CHF | 99,17% | 99,17% |
12/08/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 423 CHF | 509 923 CHF | 99,17% | 99,17% |
09/08/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 330 CHF | 509 830 CHF | 99,17% | 99,17% |
08/08/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 298 CHF | 509 798 CHF | 99,17% | 99,17% |
07/08/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 998 CHF | 510 498 CHF | 99,17% | 99,17% |
06/08/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 000 CHF | 510 500 CHF | 98,92% | 98,92% |
02/08/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 040 CHF | 510 540 CHF | 97,67% | 97,67% |
31/07/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 204 CHF | 510 704 CHF | 45,17% | 45,17% |