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 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 225 CHF | 510 225 CHF | 100,00% | 100,00% |
14/08/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 942 CHF | 509 942 CHF | 99,51% | 99,51% |
13/08/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 220 CHF | 507 220 CHF | 100,00% | 100,00% |
12/08/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 423 CHF | 507 423 CHF | 97,85% | 97,85% |
09/08/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 445 CHF | 505 445 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 035 CHF | 502 035 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 844 CHF | 502 844 CHF | 99,99% | 99,99% |
06/08/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 907 CHF | 497 907 CHF | 99,99% | 99,99% |
02/08/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 292 CHF | 503 292 CHF | 99,97% | 99,97% |
31/07/2024 | 1,26% | 101,20 % | 102,00 % | 500 000 | 500 000 | 288 636 | 288 636 | 291 761 CHF | 294 308 CHF | 63,22% | 63,22% |