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 | 0,47% | 105,17 % | 105,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 612 CHF | 528 112 CHF | 100,00% | 100,00% |
14/08/2024 | 0,47% | 105,05 % | 105,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 210 CHF | 527 710 CHF | 98,23% | 98,23% |
13/08/2024 | 0,48% | 104,93 % | 105,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 278 CHF | 526 778 CHF | 100,00% | 100,00% |
12/08/2024 | 0,48% | 104,90 % | 105,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 415 CHF | 526 915 CHF | 98,29% | 98,29% |
09/08/2024 | 0,48% | 104,67 % | 105,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 287 CHF | 525 787 CHF | 100,00% | 100,00% |
08/08/2024 | 0,48% | 104,49 % | 104,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 102 CHF | 524 602 CHF | 99,89% | 99,89% |
07/08/2024 | 0,48% | 104,63 % | 105,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 593 CHF | 525 093 CHF | 99,40% | 99,40% |
06/08/2024 | 0,48% | 104,17 % | 104,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 436 CHF | 522 936 CHF | 99,98% | 99,98% |
02/08/2024 | 0,48% | 104,45 % | 104,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 538 CHF | 526 038 CHF | 99,90% | 99,90% |
30/07/2024 | 0,47% | 105,03 % | 105,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 211 CHF | 527 711 CHF | 100,00% | 100,00% |