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 | 0,46% | 107,39 % | 107,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 536 891 CHF | 539 391 CHF | 99,98% | 99,98% |
14/08/2024 | 0,46% | 107,45 % | 107,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 536 787 CHF | 539 287 CHF | 98,23% | 98,23% |
13/08/2024 | 0,47% | 106,80 % | 107,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 486 CHF | 535 986 CHF | 100,00% | 100,00% |
12/08/2024 | 0,47% | 106,66 % | 107,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 970 CHF | 535 470 CHF | 98,27% | 98,27% |
09/08/2024 | 0,47% | 106,41 % | 106,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 909 CHF | 534 409 CHF | 100,00% | 100,00% |
08/08/2024 | 0,47% | 106,07 % | 106,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 456 CHF | 531 956 CHF | 99,88% | 99,88% |
07/08/2024 | 0,47% | 106,44 % | 106,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 001 CHF | 533 501 CHF | 99,39% | 99,39% |
06/08/2024 | 0,47% | 105,32 % | 105,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 154 CHF | 527 654 CHF | 99,93% | 99,93% |
02/08/2024 | 0,47% | 105,70 % | 106,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 880 CHF | 533 380 CHF | 99,93% | 99,93% |
30/07/2024 | 0,47% | 107,14 % | 107,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 736 CHF | 538 236 CHF | 100,00% | 100,00% |