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 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 741 CHF | 516 241 CHF | 100,00% | 100,00% |
14/08/2024 | 0,29% | 102,80 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 952 CHF | 515 452 CHF | 99,50% | 99,50% |
13/08/2024 | 0,29% | 102,60 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 336 CHF | 513 836 CHF | 100,00% | 100,00% |
12/08/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 767 CHF | 514 267 CHF | 97,86% | 97,86% |
09/08/2024 | 0,29% | 102,60 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 547 CHF | 514 047 CHF | 100,00% | 100,00% |
08/08/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 087 CHF | 512 587 CHF | 100,00% | 100,00% |
07/08/2024 | 0,29% | 102,70 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 222 CHF | 513 722 CHF | 100,00% | 100,00% |
06/08/2024 | 0,29% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 234 CHF | 511 734 CHF | 100,00% | 100,00% |
02/08/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 865 CHF | 515 365 CHF | 100,00% | 100,00% |
31/07/2024 | 0,76% | 103,10 % | 103,40 % | 500 000 | 500 000 | 288 675 | 288 675 | 297 396 CHF | 298 504 CHF | 63,22% | 63,22% |