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 | 512 500 CHF | 516 500 CHF | 100,00% | 100,00% |
14/08/2024 | 0,78% | 102,30 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 516 CHF | 515 516 CHF | 99,51% | 99,51% |
13/08/2024 | 0,78% | 102,30 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 671 CHF | 515 671 CHF | 100,00% | 100,00% |
12/08/2024 | 0,78% | 102,30 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 419 CHF | 515 419 CHF | 97,88% | 97,88% |
09/08/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 263 CHF | 515 263 CHF | 100,00% | 100,00% |
08/08/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 252 CHF | 514 252 CHF | 100,00% | 100,00% |
07/08/2024 | 0,78% | 102,30 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 281 CHF | 515 281 CHF | 100,00% | 100,00% |
06/08/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 740 CHF | 513 740 CHF | 100,00% | 100,00% |
02/08/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 241 CHF | 514 241 CHF | 99,95% | 99,95% |
30/07/2024 | 0,78% | 102,30 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 477 CHF | 515 477 CHF | 100,00% | 100,00% |