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 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 295 CHF | 507 795 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 076 CHF | 507 576 CHF | 99,51% | 99,51% |
13/08/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 077 CHF | 506 577 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 475 CHF | 507 975 CHF | 97,86% | 97,86% |
09/08/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 020 CHF | 507 520 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 237 CHF | 506 737 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 022 CHF | 507 522 CHF | 100,00% | 100,00% |
06/08/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 344 CHF | 504 844 CHF | 99,99% | 99,99% |
02/08/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 418 CHF | 507 918 CHF | 100,00% | 100,00% |
31/07/2024 | 0,76% | 101,40 % | 101,70 % | 500 000 | 500 000 | 288 634 | 288 634 | 292 525 CHF | 293 628 CHF | 63,22% | 63,22% |