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 | 0,31% | 101,10 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 820 CHF | 507 368 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 768 CHF | 507 312 CHF | 99,50% | 99,50% |
13/08/2024 | 0,30% | 101,10 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 905 CHF | 506 447 CHF | 100,00% | 100,00% |
12/08/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 121 CHF | 506 664 CHF | 99,60% | 99,60% |
09/08/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 172 CHF | 506 722 CHF | 100,00% | 100,00% |
08/08/2024 | 0,31% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 373 CHF | 506 923 CHF | 100,00% | 100,00% |
07/08/2024 | 0,31% | 101,50 % | 101,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 657 CHF | 508 205 CHF | 100,00% | 100,00% |
06/08/2024 | 0,31% | 101,10 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 939 CHF | 506 488 CHF | 100,00% | 100,00% |
02/08/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 213 CHF | 507 713 CHF | 100,00% | 100,00% |
31/07/2024 | 0,77% | 101,50 % | 101,81 % | 500 000 | 500 000 | 289 116 | 289 116 | 293 165 CHF | 294 298 CHF | 63,36% | 63,36% |