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% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 447 CHF | 507 947 CHF | 99,16% | 99,16% |
14/08/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 639 CHF | 507 139 CHF | 49,07% | 49,07% |
13/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 785 CHF | 504 285 CHF | 99,16% | 99,16% |
12/08/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 429 CHF | 503 929 CHF | 99,16% | 99,16% |
09/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 650 CHF | 504 150 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 283 CHF | 499 783 CHF | 99,16% | 99,16% |
07/08/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 161 CHF | 505 661 CHF | 99,09% | 99,09% |
06/08/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 910 CHF | 501 410 CHF | 99,16% | 99,16% |
02/08/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 785 CHF | 509 285 CHF | 97,13% | 97,13% |
31/07/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 562 CHF | 511 062 CHF | 40,35% | 40,35% |