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% | 105,32 % | 105,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 582 CHF | 529 082 CHF | 100,00% | 100,00% |
14/08/2024 | 0,47% | 105,40 % | 105,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 134 CHF | 527 634 CHF | 41,92% | 41,92% |
13/08/2024 | 0,48% | 103,69 % | 104,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 749 CHF | 520 249 CHF | 67,39% | 67,39% |
12/08/2024 | 0,49% | 102,39 % | 102,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 872 CHF | 513 372 CHF | 86,87% | 86,87% |
09/08/2024 | 0,49% | 102,94 % | 103,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 655 CHF | 516 155 CHF | 100,00% | 100,00% |
08/08/2024 | 0,49% | 102,81 % | 103,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 596 CHF | 512 096 CHF | 94,68% | 94,68% |
07/08/2024 | 0,49% | 103,00 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 341 CHF | 513 841 CHF | 84,35% | 84,35% |
06/08/2024 | 0,49% | 101,73 % | 102,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 972 CHF | 507 472 CHF | 97,89% | 97,89% |
02/08/2024 | 0,48% | 103,14 % | 103,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 003 CHF | 519 503 CHF | 98,11% | 98,11% |
30/07/2024 | 0,48% | 104,79 % | 105,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 989 CHF | 526 489 CHF | 100,00% | 100,00% |