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% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 495 CHF | 503 995 CHF | 99,38% | 99,38% |
14/08/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 780 CHF | 504 280 CHF | 99,38% | 99,38% |
13/08/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 109 CHF | 503 609 CHF | 99,38% | 99,38% |
12/08/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 141 CHF | 502 641 CHF | 99,37% | 99,37% |
09/08/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 932 CHF | 503 432 CHF | 99,37% | 99,37% |
08/08/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 872 CHF | 499 372 CHF | 99,36% | 99,36% |
07/08/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 221 CHF | 501 721 CHF | 99,38% | 99,38% |
06/08/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 675 CHF | 499 175 CHF | 99,38% | 99,38% |
02/08/2024 | 0,49% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 931 CHF | 506 431 CHF | 99,15% | 99,15% |
31/07/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 760 CHF | 509 260 CHF | 42,08% | 42,08% |