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 | 0,81% | 100,50 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 705 CHF | 504 754 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 100,70 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 455 CHF | 507 499 CHF | 99,51% | 99,51% |
13/08/2024 | 0,81% | 99,80 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 766 CHF | 502 808 CHF | 100,00% | 100,00% |
12/08/2024 | 0,81% | 99,10 % | 99,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 926 CHF | 499 970 CHF | 99,75% | 99,75% |
09/08/2024 | 0,81% | 99,50 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 569 CHF | 501 619 CHF | 100,00% | 100,00% |
08/08/2024 | 0,81% | 99,80 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 728 CHF | 502 778 CHF | 99,99% | 99,99% |
07/08/2024 | 0,81% | 99,80 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 648 CHF | 503 696 CHF | 100,00% | 100,00% |
06/08/2024 | 0,81% | 99,70 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 175 CHF | 501 225 CHF | 100,00% | 100,00% |
02/08/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 878 CHF | 506 878 CHF | 99,97% | 99,97% |
30/07/2024 | 0,80% | 101,10 % | 101,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 988 CHF | 510 038 CHF | 100,00% | 100,00% |