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% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 431 CHF | 513 931 CHF | 100,00% | 100,00% |
14/08/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 641 CHF | 513 141 CHF | 99,50% | 99,50% |
13/08/2024 | 0,29% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 182 CHF | 512 682 CHF | 100,00% | 100,00% |
12/08/2024 | 0,29% | 102,10 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 370 CHF | 511 870 CHF | 97,85% | 97,85% |
09/08/2024 | 0,29% | 102,20 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 513 CHF | 512 013 CHF | 100,00% | 100,00% |
08/08/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 570 CHF | 510 070 CHF | 100,00% | 100,00% |
07/08/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 325 CHF | 511 825 CHF | 99,99% | 99,99% |
06/08/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 759 CHF | 507 259 CHF | 99,99% | 99,99% |
02/08/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 623 CHF | 512 123 CHF | 99,99% | 99,99% |
31/07/2024 | 0,76% | 102,50 % | 102,80 % | 500 000 | 500 000 | 288 627 | 288 627 | 295 650 CHF | 296 758 CHF | 63,22% | 63,22% |