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% | 103,10 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 713 CHF | 516 213 CHF | 99,38% | 99,38% |
14/08/2024 | 0,49% | 102,95 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 507 CHF | 516 007 CHF | 99,38% | 99,38% |
13/08/2024 | 0,49% | 102,45 % | 102,95 % | 500 000 | 500 000 | 499 966 | 500 000 | 511 722 CHF | 514 256 CHF | 99,19% | 99,19% |
12/08/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 683 CHF | 511 183 CHF | 99,37% | 99,37% |
09/08/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 976 CHF | 509 476 CHF | 99,37% | 99,37% |
08/08/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 831 CHF | 509 331 CHF | 99,38% | 99,38% |
07/08/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 643 CHF | 511 143 CHF | 99,16% | 99,16% |
06/08/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 609 CHF | 504 109 CHF | 99,34% | 99,34% |
02/08/2024 | 0,49% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 456 CHF | 507 956 CHF | 99,15% | 99,15% |
31/07/2024 | 0,49% | 102,15 % | 102,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 784 CHF | 513 284 CHF | 45,17% | 45,17% |