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% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 012 CHF | 506 512 CHF | 100,00% | 100,00% |
14/08/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 003 CHF | 506 503 CHF | 99,51% | 99,51% |
13/08/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 345 CHF | 505 845 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 524 CHF | 506 024 CHF | 97,84% | 97,84% |
09/08/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 802 CHF | 506 302 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 843 CHF | 505 343 CHF | 99,97% | 99,97% |
07/08/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 319 CHF | 505 867 CHF | 100,00% | 100,00% |
06/08/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 742 CHF | 506 242 CHF | 99,99% | 99,99% |
02/08/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 426 CHF | 506 926 CHF | 100,00% | 100,00% |
30/07/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 879 CHF | 507 379 CHF | 100,00% | 100,00% |