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 | 0,51% | 98,51 % | 99,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 966 CHF | 492 466 CHF | 100,00% | 100,00% |
14/08/2024 | 0,51% | 98,46 % | 98,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 350 CHF | 491 850 CHF | 98,24% | 98,24% |
13/08/2024 | 0,51% | 98,28 % | 98,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 341 CHF | 489 841 CHF | 71,40% | 71,40% |
12/08/2024 | 0,49% | 101,69 % | 102,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 515 CHF | 511 015 CHF | 98,29% | 98,29% |
09/08/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 576 CHF | 510 076 CHF | 100,00% | 100,00% |
08/08/2024 | 0,49% | 101,34 % | 101,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 626 CHF | 507 126 CHF | 99,89% | 99,89% |
07/08/2024 | 0,49% | 101,36 % | 101,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 055 CHF | 509 555 CHF | 99,39% | 99,39% |
06/08/2024 | 0,50% | 100,81 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 638 CHF | 505 138 CHF | 100,00% | 100,00% |
02/08/2024 | 0,49% | 101,57 % | 102,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 404 CHF | 510 904 CHF | 99,95% | 99,95% |
30/07/2024 | 0,49% | 102,04 % | 102,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 753 CHF | 513 253 CHF | 100,00% | 100,00% |