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 | 0,46% | 107,46 % | 107,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 157 CHF | 539 657 CHF | 100,00% | 100,00% |
14/08/2024 | 0,46% | 107,33 % | 107,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 536 709 CHF | 539 209 CHF | 98,23% | 98,23% |
13/08/2024 | 0,47% | 107,14 % | 107,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 323 CHF | 537 823 CHF | 100,00% | 100,00% |
12/08/2024 | 0,47% | 107,01 % | 107,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 539 CHF | 538 039 CHF | 98,29% | 98,29% |
09/08/2024 | 0,47% | 106,89 % | 107,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 559 CHF | 537 059 CHF | 100,00% | 100,00% |
08/08/2024 | 0,47% | 106,73 % | 107,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 632 CHF | 535 132 CHF | 99,89% | 99,89% |
07/08/2024 | 0,47% | 106,92 % | 107,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 280 CHF | 536 780 CHF | 99,40% | 99,40% |
06/08/2024 | 0,47% | 106,47 % | 106,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 798 CHF | 533 298 CHF | 83,62% | 83,62% |
02/08/2024 | 0,47% | 106,67 % | 107,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 967 CHF | 535 467 CHF | 100,00% | 100,00% |
30/07/2024 | 0,47% | 107,03 % | 107,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 431 CHF | 537 931 CHF | 100,00% | 100,00% |