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% | 106,04 % | 106,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 034 CHF | 532 534 CHF | 100,00% | 100,00% |
14/08/2024 | 0,47% | 106,03 % | 106,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 093 CHF | 532 593 CHF | 98,23% | 98,23% |
13/08/2024 | 0,47% | 106,00 % | 106,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 086 CHF | 532 586 CHF | 100,00% | 100,00% |
12/08/2024 | 0,47% | 105,99 % | 106,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 762 CHF | 532 262 CHF | 98,28% | 98,28% |
09/08/2024 | 0,47% | 105,95 % | 106,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 707 CHF | 532 207 CHF | 100,00% | 100,00% |
08/08/2024 | 0,47% | 105,90 % | 106,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 239 CHF | 531 739 CHF | 99,89% | 99,89% |
07/08/2024 | 0,47% | 105,91 % | 106,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 550 CHF | 532 050 CHF | 99,38% | 99,38% |
06/08/2024 | 0,47% | 105,76 % | 106,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 806 CHF | 531 306 CHF | 100,00% | 100,00% |
02/08/2024 | 0,47% | 105,98 % | 106,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 882 CHF | 532 382 CHF | 100,00% | 100,00% |
31/07/2024 | 0,47% | 105,97 % | 106,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 839 CHF | 532 339 CHF | 32,28% | 32,28% |