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% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 555 CHF | 505 055 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 511 CHF | 505 011 CHF | 99,50% | 99,50% |
13/08/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 252 CHF | 504 752 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 072 CHF | 504 572 CHF | 97,84% | 97,84% |
09/08/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 382 CHF | 504 882 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 405 CHF | 504 905 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 418 CHF | 504 918 CHF | 100,00% | 100,00% |
06/08/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 766 CHF | 505 266 CHF | 100,00% | 100,00% |
02/08/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 222 CHF | 505 722 CHF | 100,00% | 100,00% |
31/07/2024 | 0,78% | 101,00 % | 101,30 % | 500 000 | 500 000 | 283 957 | 283 957 | 286 586 CHF | 287 680 CHF | 61,82% | 61,82% |