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% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 572 CHF | 508 072 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 000 CHF | 508 500 CHF | 99,51% | 99,51% |
13/08/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 941 CHF | 508 441 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 000 CHF | 508 500 CHF | 99,60% | 99,60% |
09/08/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 000 CHF | 508 500 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 000 CHF | 508 500 CHF | 100,00% | 100,00% |
07/08/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 091 CHF | 509 591 CHF | 99,99% | 99,99% |
06/08/2024 | 0,30% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 640 CHF | 509 140 CHF | 100,00% | 100,00% |
02/08/2024 | 0,29% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 000 CHF | 509 500 CHF | 100,00% | 100,00% |
31/07/2024 | 0,76% | 101,60 % | 101,90 % | 500 000 | 500 000 | 289 104 | 289 104 | 293 612 CHF | 294 716 CHF | 63,36% | 63,36% |