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% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 610 CHF | 509 110 CHF | 100,00% | 100,00% |
14/08/2024 | 0,29% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 942 CHF | 509 442 CHF | 99,51% | 99,51% |
13/08/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 050 CHF | 508 550 CHF | 95,48% | 95,48% |
12/08/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 413 CHF | 508 913 CHF | 94,43% | 94,43% |
09/08/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 151 CHF | 507 651 CHF | 99,39% | 99,39% |
08/08/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 934 CHF | 508 434 CHF | 91,68% | 91,68% |
07/08/2024 | 0,30% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 606 CHF | 509 106 CHF | 96,56% | 96,56% |
06/08/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 652 CHF | 508 152 CHF | 100,00% | 100,00% |
02/08/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 569 CHF | 511 069 CHF | 100,00% | 100,00% |
31/07/2024 | 0,78% | 102,10 % | 102,40 % | 500 000 | 500 000 | 283 960 | 283 960 | 289 730 CHF | 290 829 CHF | 61,82% | 61,82% |