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 | 0,45% | 111,77 % | 112,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 850 CHF | 561 350 CHF | 100,00% | 100,00% |
14/08/2024 | 0,45% | 111,76 % | 112,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 800 CHF | 561 300 CHF | 98,24% | 98,24% |
13/08/2024 | 0,45% | 111,75 % | 112,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 750 CHF | 561 250 CHF | 100,00% | 100,00% |
12/08/2024 | 0,45% | 111,75 % | 112,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 750 CHF | 561 250 CHF | 98,28% | 98,28% |
09/08/2024 | 0,45% | 111,74 % | 112,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 700 CHF | 561 200 CHF | 100,00% | 100,00% |
08/08/2024 | 0,45% | 111,74 % | 112,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 700 CHF | 561 200 CHF | 99,90% | 99,90% |
07/08/2024 | 0,45% | 111,73 % | 112,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 650 CHF | 561 150 CHF | 99,41% | 99,41% |
06/08/2024 | 0,45% | 111,72 % | 112,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 613 CHF | 561 113 CHF | 100,00% | 100,00% |
02/08/2024 | 0,45% | 111,71 % | 112,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 600 CHF | 561 100 CHF | 100,00% | 100,00% |
31/07/2024 | 0,45% | 111,71 % | 112,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 550 CHF | 561 050 CHF | 32,29% | 32,29% |