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 | 0,47% | 105,85 % | 106,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 532 CHF | 531 032 CHF | 100,00% | 100,00% |
14/08/2024 | 0,47% | 105,60 % | 106,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 262 CHF | 529 762 CHF | 98,22% | 98,22% |
13/08/2024 | 0,48% | 105,07 % | 105,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 493 CHF | 526 993 CHF | 100,00% | 100,00% |
12/08/2024 | 0,48% | 104,97 % | 105,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 197 CHF | 526 697 CHF | 98,29% | 98,29% |
09/08/2024 | 0,48% | 104,69 % | 105,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 618 CHF | 526 118 CHF | 100,00% | 100,00% |
08/08/2024 | 0,48% | 104,59 % | 105,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 180 CHF | 523 680 CHF | 99,91% | 99,91% |
07/08/2024 | 0,48% | 104,97 % | 105,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 505 CHF | 526 005 CHF | 99,38% | 99,38% |
06/08/2024 | 0,48% | 103,57 % | 104,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 040 CHF | 520 540 CHF | 99,94% | 99,94% |
02/08/2024 | 0,47% | 105,46 % | 105,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 291 CHF | 531 791 CHF | 99,95% | 99,95% |
30/07/2024 | 0,47% | 106,85 % | 107,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 698 CHF | 536 198 CHF | 99,99% | 99,99% |