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 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 279 CHF | 507 779 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 476 CHF | 507 976 CHF | 99,51% | 99,51% |
13/08/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 854 CHF | 505 354 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 401 CHF | 505 901 CHF | 97,85% | 97,85% |
09/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 739 CHF | 504 239 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 705 CHF | 501 205 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 574 CHF | 502 074 CHF | 100,00% | 100,00% |
06/08/2024 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 818 CHF | 497 318 CHF | 99,92% | 99,92% |
02/08/2024 | 0,30% | 99,80 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 675 CHF | 502 175 CHF | 99,98% | 99,98% |
31/07/2024 | 0,76% | 101,40 % | 101,70 % | 500 000 | 500 000 | 288 647 | 288 647 | 292 349 CHF | 293 453 CHF | 63,22% | 63,22% |