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% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 850 CHF | 509 350 CHF | 99,17% | 99,17% |
14/08/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 246 CHF | 508 746 CHF | 97,09% | 97,09% |
13/08/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 541 CHF | 508 041 CHF | 99,17% | 99,17% |
12/08/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 324 CHF | 507 824 CHF | 99,17% | 99,17% |
09/08/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 375 CHF | 507 875 CHF | 99,17% | 99,17% |
08/08/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 033 CHF | 506 533 CHF | 99,17% | 99,17% |
07/08/2024 | 0,50% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 072 CHF | 505 572 CHF | 99,17% | 99,17% |
06/08/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 970 CHF | 503 470 CHF | 99,17% | 99,17% |
02/08/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 741 CHF | 507 241 CHF | 97,66% | 97,66% |
31/07/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 734 CHF | 507 234 CHF | 45,17% | 45,17% |