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 | 0,49% | 102,33 % | 102,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 798 CHF | 514 298 CHF | 100,00% | 100,00% |
14/08/2024 | 0,49% | 102,33 % | 102,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 468 CHF | 513 968 CHF | 98,23% | 98,23% |
13/08/2024 | 0,49% | 102,01 % | 102,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 360 CHF | 508 860 CHF | 100,00% | 100,00% |
12/08/2024 | 0,49% | 101,78 % | 102,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 424 CHF | 510 924 CHF | 98,30% | 98,30% |
09/08/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 805 CHF | 509 305 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 100,93 % | 101,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 760 CHF | 504 260 CHF | 99,90% | 99,90% |
07/08/2024 | 0,49% | 101,59 % | 102,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 078 CHF | 507 578 CHF | 99,40% | 99,40% |
06/08/2024 | 0,50% | 99,53 % | 100,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 022 CHF | 500 522 CHF | 99,31% | 99,31% |
02/08/2024 | 0,49% | 101,42 % | 101,92 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 382 CHF | 513 882 CHF | 100,00% | 100,00% |
30/07/2024 | 0,48% | 103,28 % | 103,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 772 CHF | 518 272 CHF | 94,13% | 94,13% |