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 | 0,29% | 102,30 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 855 CHF | 513 355 CHF | 100,00% | 100,00% |
14/08/2024 | 0,29% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 775 CHF | 513 275 CHF | 99,51% | 99,51% |
13/08/2024 | 0,29% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 236 CHF | 512 736 CHF | 100,00% | 100,00% |
12/08/2024 | 0,29% | 102,00 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 196 CHF | 511 696 CHF | 99,60% | 99,60% |
09/08/2024 | 0,29% | 102,20 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 624 CHF | 512 124 CHF | 100,00% | 100,00% |
08/08/2024 | 0,29% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 889 CHF | 512 389 CHF | 99,99% | 99,99% |
07/08/2024 | 0,29% | 102,90 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 365 CHF | 514 865 CHF | 100,00% | 100,00% |
06/08/2024 | 0,29% | 102,30 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 359 CHF | 512 859 CHF | 100,00% | 100,00% |
02/08/2024 | 0,29% | 102,20 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 966 CHF | 513 466 CHF | 100,00% | 100,00% |
31/07/2024 | 0,76% | 103,30 % | 103,60 % | 500 000 | 500 000 | 289 102 | 289 102 | 297 892 CHF | 299 001 CHF | 63,36% | 63,36% |