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 | 0,63% | 110,31 % | 111,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 551 628 CHF | 555 128 CHF | 100,00% | 100,00% |
14/08/2024 | 0,63% | 110,30 % | 111,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 551 511 CHF | 555 011 CHF | 98,23% | 98,23% |
13/08/2024 | 0,63% | 110,11 % | 110,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 550 560 CHF | 554 060 CHF | 100,00% | 100,00% |
12/08/2024 | 0,63% | 110,14 % | 110,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 550 691 CHF | 554 191 CHF | 98,30% | 98,30% |
09/08/2024 | 0,63% | 110,13 % | 110,83 % | 500 000 | 500 000 | 499 983 | 500 000 | 550 635 CHF | 554 154 CHF | 100,00% | 100,00% |
08/08/2024 | 0,63% | 110,05 % | 110,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 549 592 CHF | 553 092 CHF | 99,88% | 99,88% |
07/08/2024 | 0,63% | 110,01 % | 110,71 % | 500 000 | 500 000 | 499 772 | 500 000 | 549 637 CHF | 553 388 CHF | 99,41% | 99,41% |
06/08/2024 | 0,64% | 109,73 % | 110,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 387 CHF | 551 887 CHF | 99,97% | 99,97% |
02/08/2024 | 0,63% | 109,98 % | 110,68 % | 500 000 | 500 000 | 499 990 | 500 000 | 550 278 CHF | 553 789 CHF | 100,00% | 100,00% |
30/07/2024 | 0,63% | 110,11 % | 110,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 550 521 CHF | 554 021 CHF | 100,00% | 100,00% |