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 | 0,39% | 101,50 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 500 CHF | 509 500 CHF | 100,00% | 100,00% |
14/08/2024 | 0,39% | 101,60 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 000 CHF | 510 000 CHF | 99,51% | 99,51% |
13/08/2024 | 0,39% | 101,60 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 000 CHF | 510 000 CHF | 100,00% | 100,00% |
12/08/2024 | 0,39% | 101,60 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 000 CHF | 510 000 CHF | 99,61% | 99,61% |
09/08/2024 | 0,20% | 101,70 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 500 CHF | 509 500 CHF | 100,00% | 100,00% |
08/08/2024 | 0,39% | 101,60 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 945 CHF | 509 945 CHF | 100,00% | 100,00% |
07/08/2024 | 0,20% | 101,80 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 164 CHF | 510 164 CHF | 100,00% | 100,00% |
06/08/2024 | 0,39% | 101,70 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 557 CHF | 510 557 CHF | 100,00% | 100,00% |
02/08/2024 | 0,39% | 101,80 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 511 000 CHF | 100,00% | 100,00% |
31/07/2024 | 0,86% | 101,80 % | 102,20 % | 500 000 | 500 000 | 289 107 | 289 107 | 294 189 CHF | 295 584 CHF | 63,36% | 63,36% |