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% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 971 CHF | 512 471 CHF | 99,16% | 99,16% |
14/08/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 005 CHF | 512 505 CHF | 48,95% | 48,95% |
13/08/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 837 CHF | 510 337 CHF | 98,90% | 98,90% |
12/08/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 580 CHF | 511 080 CHF | 99,16% | 99,16% |
09/08/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 192 CHF | 508 692 CHF | 99,16% | 99,16% |
08/08/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 898 CHF | 509 398 CHF | 99,16% | 99,16% |
07/08/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 500 CHF | 510 000 CHF | 99,16% | 99,16% |
06/08/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 360 CHF | 509 860 CHF | 99,16% | 99,16% |
02/08/2024 | 0,49% | 102,25 % | 102,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 813 CHF | 514 313 CHF | 95,88% | 95,88% |
31/07/2024 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 318 CHF | 515 818 CHF | 40,23% | 40,23% |