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% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 000 CHF | 507 500 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 500 CHF | 508 000 CHF | 99,50% | 99,50% |
13/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 500 CHF | 508 000 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 440 CHF | 507 940 CHF | 97,85% | 97,85% |
09/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 479 CHF | 507 979 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 500 CHF | 508 000 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 500 CHF | 508 000 CHF | 100,00% | 100,00% |
06/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 500 CHF | 508 000 CHF | 99,48% | 99,48% |
02/08/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 000 CHF | 508 500 CHF | 100,00% | 100,00% |
31/07/2024 | 0,77% | 101,40 % | 101,70 % | 500 000 | 500 000 | 283 958 | 283 958 | 287 813 CHF | 288 907 CHF | 61,82% | 61,82% |