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% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 387 CHF | 505 887 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 432 CHF | 505 932 CHF | 99,50% | 99,50% |
13/08/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 741 CHF | 505 241 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 353 CHF | 504 853 CHF | 97,84% | 97,84% |
09/08/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 239 CHF | 504 739 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 768 CHF | 504 268 CHF | 99,99% | 99,99% |
07/08/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 462 CHF | 506 962 CHF | 100,00% | 100,00% |
06/08/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 509 CHF | 505 009 CHF | 100,00% | 100,00% |
02/08/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 521 CHF | 506 021 CHF | 100,00% | 100,00% |
30/07/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 491 CHF | 506 991 CHF | 100,00% | 100,00% |