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 | 502 387 CHF | 503 887 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 276 CHF | 503 776 CHF | 99,50% | 99,50% |
13/08/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 504 500 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 504 000 CHF | 99,60% | 99,60% |
09/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 504 000 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 990 CHF | 504 490 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 537 CHF | 504 037 CHF | 100,00% | 100,00% |
06/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 048 CHF | 504 548 CHF | 100,00% | 100,00% |
02/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 505 000 CHF | 100,00% | 100,00% |
31/07/2024 | 0,78% | 100,60 % | 100,90 % | 500 000 | 500 000 | 283 963 | 283 963 | 285 546 CHF | 286 641 CHF | 61,82% | 61,82% |