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% | 103,49 % | 103,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 437 CHF | 518 937 CHF | 100,00% | 100,00% |
14/08/2024 | 0,49% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 648 CHF | 515 148 CHF | 98,24% | 98,24% |
13/08/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 276 CHF | 511 776 CHF | 100,00% | 100,00% |
12/08/2024 | 0,49% | 101,92 % | 102,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 810 CHF | 512 310 CHF | 98,30% | 98,30% |
09/08/2024 | 0,49% | 101,43 % | 101,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 576 CHF | 510 076 CHF | 99,98% | 99,98% |
08/08/2024 | 0,50% | 100,72 % | 101,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 588 CHF | 505 088 CHF | 99,89% | 99,89% |
07/08/2024 | 0,50% | 101,24 % | 101,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 793 CHF | 506 293 CHF | 99,41% | 99,41% |
06/08/2024 | 0,50% | 98,99 % | 99,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 437 CHF | 496 937 CHF | 99,92% | 99,92% |
02/08/2024 | 0,49% | 101,53 % | 102,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 690 CHF | 513 190 CHF | 99,94% | 99,94% |
30/07/2024 | 0,48% | 103,70 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 355 CHF | 520 855 CHF | 100,00% | 100,00% |