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% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 048 CHF | 517 048 CHF | 100,00% | 100,00% |
14/08/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 034 CHF | 516 034 CHF | 99,50% | 99,50% |
13/08/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 958 CHF | 515 958 CHF | 100,00% | 100,00% |
12/08/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 034 CHF | 516 034 CHF | 97,86% | 97,86% |
09/08/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 109 CHF | 516 109 CHF | 100,00% | 100,00% |
08/08/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 286 CHF | 515 286 CHF | 100,00% | 100,00% |
07/08/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 882 CHF | 515 882 CHF | 100,00% | 100,00% |
06/08/2024 | 0,78% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 300 CHF | 514 300 CHF | 99,99% | 99,99% |
02/08/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 397 CHF | 517 397 CHF | 100,00% | 100,00% |
30/07/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 500 CHF | 517 500 CHF | 100,00% | 100,00% |