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% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 486 CHF | 503 986 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 504 000 CHF | 99,50% | 99,50% |
13/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 378 CHF | 503 878 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 480 CHF | 503 980 CHF | 99,60% | 99,60% |
09/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 364 CHF | 503 864 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 503 500 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 996 CHF | 504 496 CHF | 100,00% | 100,00% |
06/08/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 817 CHF | 503 317 CHF | 99,99% | 99,99% |
02/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 507 CHF | 504 007 CHF | 100,00% | 100,00% |
31/07/2024 | 0,77% | 100,60 % | 100,90 % | 500 000 | 500 000 | 289 111 | 289 111 | 290 731 CHF | 291 835 CHF | 63,36% | 63,36% |