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 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 505 000 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 505 000 CHF | 99,50% | 99,50% |
13/08/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 971 CHF | 504 471 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 099 CHF | 505 599 CHF | 99,60% | 99,60% |
09/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 505 000 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 258 CHF | 504 758 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 697 CHF | 505 197 CHF | 99,99% | 99,99% |
06/08/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 491 CHF | 504 991 CHF | 99,99% | 99,99% |
02/08/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 539 CHF | 505 039 CHF | 100,00% | 100,00% |
31/07/2024 | 0,97% | 100,70 % | 101,20 % | 500 000 | 500 000 | 288 640 | 288 640 | 290 617 CHF | 292 297 CHF | 63,22% | 63,22% |