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% | 105,04 % | 105,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 002 CHF | 526 502 CHF | 100,00% | 100,00% |
14/08/2024 | 0,48% | 104,68 % | 105,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 888 CHF | 525 388 CHF | 98,23% | 98,23% |
13/08/2024 | 0,48% | 104,39 % | 104,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 048 CHF | 524 548 CHF | 100,00% | 100,00% |
12/08/2024 | 0,48% | 104,57 % | 105,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 473 CHF | 524 973 CHF | 98,29% | 98,29% |
09/08/2024 | 0,48% | 104,43 % | 104,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 674 CHF | 524 174 CHF | 100,00% | 100,00% |
08/08/2024 | 0,48% | 104,08 % | 104,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 988 CHF | 521 488 CHF | 99,86% | 99,86% |
07/08/2024 | 0,48% | 104,61 % | 105,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 575 CHF | 524 075 CHF | 99,39% | 99,39% |
06/08/2024 | 0,48% | 103,53 % | 104,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 192 CHF | 519 692 CHF | 99,89% | 99,89% |
02/08/2024 | 0,48% | 104,67 % | 105,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 066 CHF | 527 566 CHF | 99,97% | 99,97% |
30/07/2024 | 0,47% | 105,75 % | 106,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 695 CHF | 531 195 CHF | 100,00% | 100,00% |