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% | 103,69 % | 104,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 357 CHF | 519 857 CHF | 100,00% | 100,00% |
14/08/2024 | 0,48% | 103,45 % | 103,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 698 CHF | 518 198 CHF | 39,77% | 39,77% |
13/08/2024 | 0,49% | 101,29 % | 101,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 074 CHF | 506 574 CHF | 67,39% | 67,39% |
12/08/2024 | 0,51% | 98,59 % | 99,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 431 CHF | 494 931 CHF | 98,26% | 98,26% |
09/08/2024 | 0,50% | 98,99 % | 99,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 064 CHF | 496 564 CHF | 100,00% | 100,00% |
08/08/2024 | 0,51% | 98,62 % | 99,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 948 CHF | 491 448 CHF | 99,90% | 99,90% |
07/08/2024 | 0,51% | 98,67 % | 99,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 975 CHF | 494 475 CHF | 99,40% | 99,40% |
06/08/2024 | 0,51% | 98,02 % | 98,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 496 CHF | 490 996 CHF | 97,92% | 97,92% |
02/08/2024 | 0,50% | 99,06 % | 99,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 753 CHF | 498 253 CHF | 98,13% | 98,13% |
31/07/2024 | 0,50% | 100,44 % | 100,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 332 CHF | 504 832 CHF | 32,29% | 32,29% |