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% | 104,55 % | 105,05 % | 1 800 000 | 500 000 | 1 800 000 | 500 000 | 1 881 980 CHF | 525 273 CHF | 100,00% | 100,00% |
14/08/2024 | 0,48% | 104,46 % | 104,96 % | 1 800 000 | 500 000 | 1 800 000 | 500 000 | 1 879 430 CHF | 524 564 CHF | 98,23% | 98,23% |
13/08/2024 | 0,48% | 104,29 % | 104,79 % | 1 800 000 | 500 000 | 1 800 000 | 500 000 | 1 875 140 CHF | 523 373 CHF | 100,00% | 100,00% |
12/08/2024 | 0,48% | 104,14 % | 104,64 % | 1 800 000 | 500 000 | 1 800 000 | 500 000 | 1 874 940 CHF | 523 318 CHF | 98,29% | 98,29% |
09/08/2024 | 0,48% | 104,23 % | 104,73 % | 1 800 000 | 500 000 | 1 800 000 | 500 000 | 1 876 110 CHF | 523 641 CHF | 100,00% | 100,00% |
08/08/2024 | 0,48% | 104,33 % | 104,83 % | 1 800 000 | 500 000 | 1 800 000 | 500 000 | 1 872 760 CHF | 522 711 CHF | 99,86% | 99,86% |
07/08/2024 | 0,48% | 104,48 % | 104,98 % | 1 800 000 | 500 000 | 1 800 000 | 500 000 | 1 877 080 CHF | 523 912 CHF | 99,41% | 99,41% |
06/08/2024 | 0,48% | 103,53 % | 104,03 % | 1 800 000 | 500 000 | 1 800 000 | 500 000 | 1 860 230 CHF | 519 230 CHF | 99,96% | 99,96% |
02/08/2024 | 0,48% | 104,06 % | 104,56 % | 1 800 000 | 500 000 | 1 800 000 | 500 000 | 1 878 290 CHF | 524 246 CHF | 100,00% | 100,00% |
31/07/2024 | 0,48% | 104,96 % | 105,46 % | 1 800 000 | 500 000 | 1 800 000 | 500 000 | 1 887 150 CHF | 526 708 CHF | 32,29% | 32,29% |