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 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 756 CHF | 511 256 CHF | 99,16% | 99,16% |
14/08/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 333 CHF | 508 833 CHF | 49,05% | 49,05% |
13/08/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 691 CHF | 508 191 CHF | 99,16% | 99,16% |
12/08/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 035 CHF | 508 535 CHF | 99,17% | 99,17% |
09/08/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 951 CHF | 508 451 CHF | 99,17% | 99,17% |
08/08/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 083 CHF | 507 583 CHF | 99,17% | 99,17% |
07/08/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 910 CHF | 508 410 CHF | 99,16% | 99,16% |
06/08/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 473 CHF | 506 973 CHF | 99,16% | 99,16% |
02/08/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 318 CHF | 509 818 CHF | 96,02% | 96,02% |
31/07/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 679 CHF | 510 179 CHF | 40,26% | 40,26% |