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% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 412 CHF | 507 912 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 513 CHF | 508 013 CHF | 99,50% | 99,50% |
13/08/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 595 CHF | 507 095 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 084 CHF | 507 584 CHF | 97,84% | 97,84% |
09/08/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 638 CHF | 507 138 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 680 CHF | 506 180 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 027 CHF | 507 527 CHF | 100,00% | 100,00% |
06/08/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 543 CHF | 507 043 CHF | 99,96% | 99,96% |
02/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 831 CHF | 508 331 CHF | 99,95% | 99,95% |
31/07/2024 | 0,97% | 101,40 % | 101,90 % | 500 000 | 500 000 | 283 833 | 283 833 | 287 986 CHF | 289 648 CHF | 61,78% | 61,78% |