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% | 102,15 % | 102,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 010 CHF | 512 510 CHF | 99,37% | 99,37% |
14/08/2024 | 0,49% | 102,25 % | 102,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 159 CHF | 513 659 CHF | 99,38% | 99,38% |
13/08/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 117 CHF | 512 617 CHF | 99,38% | 99,38% |
12/08/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 828 CHF | 513 328 CHF | 99,37% | 99,37% |
09/08/2024 | 0,49% | 102,15 % | 102,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 000 CHF | 513 500 CHF | 99,28% | 99,28% |
08/08/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 312 CHF | 511 812 CHF | 99,37% | 99,37% |
07/08/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 349 CHF | 512 849 CHF | 99,37% | 99,37% |
06/08/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 602 CHF | 510 102 CHF | 99,38% | 99,38% |
02/08/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 374 CHF | 511 874 CHF | 99,15% | 99,15% |
31/07/2024 | 0,49% | 102,25 % | 102,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 715 CHF | 513 215 CHF | 45,18% | 45,18% |