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 | 0,48% | 104,80 % | 105,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 757 CHF | 526 257 CHF | 100,00% | 100,00% |
14/08/2024 | 0,48% | 104,61 % | 105,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 719 CHF | 525 219 CHF | 98,22% | 98,22% |
13/08/2024 | 0,48% | 104,29 % | 104,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 755 CHF | 523 255 CHF | 100,00% | 100,00% |
12/08/2024 | 0,48% | 104,23 % | 104,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 121 CHF | 523 621 CHF | 98,30% | 98,30% |
09/08/2024 | 0,48% | 104,05 % | 104,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 044 CHF | 522 544 CHF | 100,00% | 100,00% |
08/08/2024 | 0,48% | 103,65 % | 104,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 034 CHF | 519 534 CHF | 99,90% | 99,90% |
07/08/2024 | 0,48% | 103,86 % | 104,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 256 CHF | 520 756 CHF | 99,40% | 99,40% |
06/08/2024 | 0,49% | 103,06 % | 103,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 776 CHF | 516 276 CHF | 100,00% | 100,00% |
02/08/2024 | 0,48% | 103,78 % | 104,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 853 CHF | 523 353 CHF | 99,88% | 99,88% |
30/07/2024 | 0,48% | 104,65 % | 105,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 202 CHF | 525 702 CHF | 100,00% | 100,00% |