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 | 0,31% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 145 CHF | 506 693 CHF | 100,00% | 100,00% |
14/08/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 655 CHF | 507 155 CHF | 99,50% | 99,50% |
13/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 327 CHF | 504 827 CHF | 100,00% | 100,00% |
12/08/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 947 CHF | 504 491 CHF | 99,61% | 99,61% |
09/08/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 236 CHF | 503 786 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 623 CHF | 503 123 CHF | 99,99% | 99,99% |
07/08/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 536 CHF | 504 084 CHF | 100,00% | 100,00% |
06/08/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 522 CHF | 502 072 CHF | 99,97% | 99,97% |
02/08/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 879 CHF | 502 379 CHF | 99,97% | 99,97% |
31/07/2024 | 0,77% | 100,90 % | 101,21 % | 500 000 | 500 000 | 289 106 | 289 106 | 291 747 CHF | 292 880 CHF | 63,36% | 63,36% |