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% | 100,87 % | 101,37 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 457 CHF | 50 707 CHF | 100,00% | 100,00% |
14/08/2024 | 0,50% | 100,73 % | 101,23 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 272 CHF | 50 522 CHF | 98,24% | 98,24% |
13/08/2024 | 0,50% | 100,08 % | 100,58 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 005 CHF | 50 255 CHF | 100,00% | 100,00% |
12/08/2024 | 0,50% | 100,00 % | 100,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 028 CHF | 50 278 CHF | 98,28% | 98,28% |
09/08/2024 | 0,50% | 100,20 % | 100,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 069 CHF | 50 319 CHF | 100,00% | 100,00% |
08/08/2024 | 0,50% | 99,79 % | 100,29 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 707 CHF | 49 957 CHF | 99,87% | 99,87% |
07/08/2024 | 0,50% | 100,11 % | 100,61 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 910 CHF | 50 160 CHF | 99,40% | 99,40% |
06/08/2024 | 0,51% | 98,95 % | 99,45 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 315 CHF | 49 565 CHF | 99,95% | 99,95% |
02/08/2024 | 0,49% | 100,40 % | 100,90 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 441 CHF | 50 691 CHF | 99,92% | 99,92% |
30/07/2024 | 0,49% | 101,22 % | 101,72 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 626 CHF | 50 876 CHF | 100,00% | 100,00% |