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 | 0,49% | 102,80 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 811 CHF | 516 311 CHF | 100,00% | 100,00% |
14/08/2024 | 0,49% | 102,80 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 297 CHF | 515 797 CHF | 99,51% | 99,51% |
13/08/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 461 CHF | 513 961 CHF | 100,00% | 100,00% |
12/08/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 123 CHF | 513 623 CHF | 97,84% | 97,84% |
09/08/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 061 CHF | 512 561 CHF | 100,00% | 100,00% |
08/08/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 390 CHF | 510 890 CHF | 99,99% | 99,99% |
07/08/2024 | 0,29% | 102,20 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 224 CHF | 511 724 CHF | 100,00% | 100,00% |
06/08/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 618 CHF | 513 118 CHF | 100,00% | 100,00% |
02/08/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 072 CHF | 515 572 CHF | 99,99% | 99,99% |
31/07/2024 | 0,95% | 103,80 % | 104,30 % | 500 000 | 500 000 | 288 632 | 288 632 | 299 201 CHF | 300 888 CHF | 63,22% | 63,22% |