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 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 337 CHF | 516 337 CHF | 100,00% | 100,00% |
14/08/2024 | 0,97% | 102,40 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 353 CHF | 516 353 CHF | 99,51% | 99,51% |
13/08/2024 | 0,78% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 825 CHF | 513 825 CHF | 100,00% | 100,00% |
12/08/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 944 CHF | 512 944 CHF | 99,63% | 99,63% |
09/08/2024 | 0,98% | 101,50 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 575 CHF | 512 575 CHF | 100,00% | 100,00% |
08/08/2024 | 0,98% | 101,60 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 148 CHF | 512 148 CHF | 100,00% | 100,00% |
07/08/2024 | 0,79% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 874 CHF | 510 874 CHF | 99,99% | 99,99% |
06/08/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 433 CHF | 505 433 CHF | 99,99% | 99,99% |
02/08/2024 | 0,98% | 101,00 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 470 CHF | 511 470 CHF | 99,97% | 99,97% |
30/07/2024 | 0,97% | 102,10 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 500 CHF | 515 500 CHF | 100,00% | 100,00% |