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 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 692 CHF | 515 192 CHF | 100,00% | 100,00% |
14/08/2024 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 434 CHF | 513 934 CHF | 99,50% | 99,50% |
13/08/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 364 CHF | 511 864 CHF | 100,00% | 100,00% |
12/08/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 772 CHF | 511 272 CHF | 99,61% | 99,61% |
09/08/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 906 CHF | 511 406 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 413 CHF | 503 913 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 346 CHF | 508 846 CHF | 100,00% | 100,00% |
06/08/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 986 CHF | 507 486 CHF | 99,97% | 99,97% |
02/08/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 098 CHF | 508 598 CHF | 99,99% | 99,99% |
31/07/2024 | 0,95% | 102,80 % | 103,30 % | 500 000 | 500 000 | 288 646 | 288 646 | 296 867 CHF | 298 552 CHF | 63,22% | 63,22% |