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% | 103,30 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 419 CHF | 518 919 CHF | 100,00% | 100,00% |
14/08/2024 | 0,48% | 103,29 % | 103,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 264 CHF | 518 764 CHF | 98,23% | 98,23% |
13/08/2024 | 0,48% | 103,16 % | 103,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 980 CHF | 518 480 CHF | 100,00% | 100,00% |
12/08/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 913 CHF | 518 413 CHF | 98,28% | 98,28% |
09/08/2024 | 0,48% | 103,16 % | 103,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 687 CHF | 518 187 CHF | 100,00% | 100,00% |
08/08/2024 | 0,48% | 103,09 % | 103,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 073 CHF | 517 573 CHF | 99,88% | 99,88% |
07/08/2024 | 0,48% | 102,96 % | 103,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 529 CHF | 517 029 CHF | 99,39% | 99,39% |
06/08/2024 | 0,48% | 102,95 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 434 CHF | 516 934 CHF | 100,00% | 100,00% |
02/08/2024 | 0,49% | 102,71 % | 103,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 612 CHF | 516 112 CHF | 100,00% | 100,00% |
31/07/2024 | 0,49% | 102,97 % | 103,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 776 CHF | 516 276 CHF | 20,18% | 20,18% |