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 | 0,48% | 102,95 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 942 CHF | 517 442 CHF | 99,16% | 99,16% |
14/08/2024 | 0,48% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 322 CHF | 517 822 CHF | 48,97% | 48,97% |
13/08/2024 | 0,49% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 132 CHF | 516 632 CHF | 99,17% | 99,17% |
12/08/2024 | 0,48% | 102,95 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 755 CHF | 517 255 CHF | 99,16% | 99,16% |
09/08/2024 | 0,48% | 102,95 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 374 CHF | 516 874 CHF | 99,17% | 99,17% |
08/08/2024 | 0,48% | 102,80 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 247 CHF | 516 747 CHF | 99,16% | 99,16% |
07/08/2024 | 0,48% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 329 CHF | 516 829 CHF | 99,16% | 99,16% |
06/08/2024 | 0,48% | 103,00 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 509 CHF | 517 009 CHF | 99,16% | 99,16% |
02/08/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 505 CHF | 519 005 CHF | 96,95% | 96,95% |
31/07/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 034 CHF | 518 534 CHF | 40,22% | 40,22% |