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% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 607 CHF | 510 107 CHF | 99,17% | 99,17% |
14/08/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 698 CHF | 510 198 CHF | 97,09% | 97,09% |
13/08/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 530 CHF | 510 030 CHF | 99,17% | 99,17% |
12/08/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 637 CHF | 510 137 CHF | 99,17% | 99,17% |
09/08/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 589 CHF | 510 089 CHF | 99,17% | 99,17% |
08/08/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 074 CHF | 509 574 CHF | 98,86% | 98,86% |
07/08/2024 | 0,49% | 101,85 % | 102,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 906 CHF | 511 406 CHF | 99,17% | 99,17% |
06/08/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 232 CHF | 508 732 CHF | 99,16% | 99,16% |
02/08/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 846 CHF | 511 346 CHF | 97,67% | 97,67% |
31/07/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 854 CHF | 512 354 CHF | 42,09% | 42,09% |