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% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 873 CHF | 511 373 CHF | 99,16% | 99,16% |
14/08/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 453 CHF | 510 953 CHF | 49,04% | 49,04% |
13/08/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 641 CHF | 507 141 CHF | 99,16% | 99,16% |
12/08/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 296 CHF | 506 796 CHF | 99,17% | 99,17% |
09/08/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 812 CHF | 508 312 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 988 CHF | 503 488 CHF | 99,16% | 99,16% |
07/08/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 450 CHF | 509 950 CHF | 99,16% | 99,16% |
06/08/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 292 CHF | 504 792 CHF | 99,16% | 99,16% |
02/08/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 307 CHF | 512 807 CHF | 94,67% | 94,67% |
31/07/2024 | 0,49% | 102,65 % | 103,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 627 CHF | 515 127 CHF | 40,28% | 40,28% |