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 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 518 CHF | 506 018 CHF | 100,00% | 100,00% |
14/08/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 971 CHF | 505 515 CHF | 99,51% | 99,51% |
13/08/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 504 CHF | 504 046 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 593 CHF | 505 093 CHF | 97,84% | 97,84% |
09/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 698 CHF | 505 198 CHF | 100,00% | 100,00% |
08/08/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 908 CHF | 503 458 CHF | 100,00% | 100,00% |
07/08/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 517 CHF | 505 064 CHF | 100,00% | 100,00% |
06/08/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 982 CHF | 504 482 CHF | 100,00% | 100,00% |
02/08/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 781 CHF | 504 281 CHF | 100,00% | 100,00% |
31/07/2024 | 0,96% | 100,80 % | 101,30 % | 500 000 | 500 000 | 288 639 | 288 639 | 290 844 CHF | 292 524 CHF | 63,22% | 63,22% |