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 | 0,99% | 100,50 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 348 CHF | 507 348 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 910 CHF | 506 910 CHF | 99,50% | 99,50% |
13/08/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 556 CHF | 504 556 CHF | 100,00% | 100,00% |
12/08/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 710 CHF | 505 710 CHF | 99,60% | 99,60% |
09/08/2024 | 0,99% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 172 CHF | 505 172 CHF | 99,99% | 99,99% |
08/08/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 313 CHF | 504 313 CHF | 99,99% | 99,99% |
07/08/2024 | 0,80% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 692 CHF | 504 692 CHF | 100,00% | 100,00% |
06/08/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 663 CHF | 504 663 CHF | 99,96% | 99,96% |
02/08/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 743 CHF | 503 743 CHF | 99,98% | 99,98% |
31/07/2024 | 1,46% | 100,40 % | 101,40 % | 500 000 | 500 000 | 289 094 | 289 094 | 290 130 CHF | 293 258 CHF | 63,36% | 63,36% |