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% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 499 CHF | 505 999 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 506 000 CHF | 99,51% | 99,51% |
13/08/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 970 CHF | 505 470 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 994 CHF | 505 494 CHF | 97,85% | 97,85% |
09/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 598 CHF | 505 098 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 115 CHF | 504 615 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 842 CHF | 505 342 CHF | 100,00% | 100,00% |
06/08/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 665 CHF | 506 165 CHF | 100,00% | 100,00% |
02/08/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 742 CHF | 506 242 CHF | 100,00% | 100,00% |
31/07/2024 | 0,96% | 100,90 % | 101,40 % | 500 000 | 500 000 | 289 096 | 289 096 | 291 581 CHF | 293 263 CHF | 63,36% | 63,36% |