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% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 804 CHF | 504 304 CHF | 99,16% | 99,16% |
14/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 326 CHF | 504 826 CHF | 49,04% | 49,04% |
13/08/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 774 CHF | 503 274 CHF | 99,17% | 99,17% |
12/08/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 166 CHF | 504 666 CHF | 99,17% | 99,17% |
09/08/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 402 CHF | 503 902 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 132 CHF | 503 632 CHF | 99,16% | 99,16% |
07/08/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 243 CHF | 505 743 CHF | 99,16% | 99,16% |
06/08/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 802 CHF | 503 302 CHF | 99,15% | 99,15% |
02/08/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 742 CHF | 505 242 CHF | 94,62% | 94,62% |
31/07/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 457 CHF | 507 957 CHF | 40,26% | 40,26% |