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% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 810 CHF | 510 310 CHF | 99,17% | 99,17% |
14/08/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 969 CHF | 510 469 CHF | 97,10% | 97,10% |
13/08/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 370 CHF | 507 870 CHF | 99,17% | 99,17% |
12/08/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 852 CHF | 507 352 CHF | 99,17% | 99,17% |
09/08/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 082 CHF | 507 582 CHF | 99,17% | 99,17% |
08/08/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 314 CHF | 503 814 CHF | 99,17% | 99,17% |
07/08/2024 | 0,50% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 774 CHF | 505 274 CHF | 99,13% | 99,13% |
06/08/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 715 CHF | 501 215 CHF | 98,90% | 98,90% |
02/08/2024 | 0,49% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 126 CHF | 506 626 CHF | 97,65% | 97,65% |
31/07/2024 | 0,49% | 101,95 % | 102,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 319 CHF | 512 819 CHF | 45,18% | 45,18% |