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 | 0,73% | 108,70 % | 109,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 519 CHF | 546 519 CHF | 100,00% | 100,00% |
14/08/2024 | 0,74% | 108,10 % | 108,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 536 060 CHF | 540 060 CHF | 99,50% | 99,50% |
13/08/2024 | 0,74% | 107,50 % | 108,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 786 CHF | 539 786 CHF | 100,00% | 100,00% |
12/08/2024 | 0,75% | 107,00 % | 107,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 236 CHF | 538 236 CHF | 97,87% | 97,87% |
09/08/2024 | 0,75% | 107,00 % | 107,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 068 CHF | 537 068 CHF | 100,00% | 100,00% |
08/08/2024 | 0,76% | 106,20 % | 107,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 614 CHF | 531 614 CHF | 100,00% | 100,00% |
07/08/2024 | 0,75% | 106,70 % | 107,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 930 CHF | 532 930 CHF | 100,00% | 100,00% |
06/08/2024 | 0,77% | 103,40 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 031 CHF | 520 031 CHF | 99,99% | 99,99% |
02/08/2024 | 0,74% | 107,00 % | 107,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 539 757 CHF | 543 757 CHF | 99,98% | 99,98% |
30/07/2024 | 0,73% | 109,10 % | 109,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 403 CHF | 548 403 CHF | 100,00% | 100,00% |