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 | 0,20% | 100,60 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 033 CHF | 503 033 CHF | 100,00% | 100,00% |
14/08/2024 | 0,20% | 100,20 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 523 CHF | 502 523 CHF | 99,51% | 99,51% |
13/08/2024 | 0,20% | 100,30 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 718 CHF | 501 718 CHF | 100,00% | 100,00% |
12/08/2024 | 0,20% | 100,30 % | 100,50 % | 500 000 | 500 000 | 499 999 | 499 999 | 502 522 CHF | 503 522 CHF | 99,60% | 99,60% |
09/08/2024 | 0,20% | 100,40 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 892 CHF | 503 892 CHF | 99,98% | 99,98% |
08/08/2024 | 0,20% | 100,60 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 763 CHF | 504 763 CHF | 100,00% | 100,00% |
07/08/2024 | 0,20% | 101,20 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 617 CHF | 506 617 CHF | 99,98% | 99,98% |
06/08/2024 | 0,40% | 100,40 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 710 CHF | 503 710 CHF | 99,96% | 99,96% |
02/08/2024 | 0,20% | 101,40 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 393 CHF | 509 393 CHF | 99,92% | 99,92% |
31/07/2024 | 0,67% | 102,10 % | 102,30 % | 500 000 | 500 000 | 289 101 | 289 101 | 294 826 CHF | 295 646 CHF | 63,36% | 63,36% |