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% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 783 CHF | 505 283 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 190 CHF | 504 690 CHF | 99,50% | 99,50% |
13/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 344 CHF | 503 844 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 677 CHF | 504 177 CHF | 97,84% | 97,84% |
09/08/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 391 CHF | 502 891 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 480 CHF | 500 980 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 396 CHF | 502 896 CHF | 100,00% | 100,00% |
06/08/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 142 CHF | 501 642 CHF | 100,00% | 100,00% |
02/08/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 085 CHF | 502 585 CHF | 89,08% | 89,08% |
31/07/2024 | 0,78% | 100,40 % | 100,70 % | 500 000 | 500 000 | 283 896 | 283 896 | 284 795 CHF | 285 889 CHF | 61,80% | 61,80% |