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 | 0,80% | 120,50 % | 121,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 300 748 CHF | 303 163 CHF | 99,99% | 99,99% |
14/08/2024 | 0,80% | 120,66 % | 121,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 298 263 CHF | 300 663 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 117,54 % | 118,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 292 959 CHF | 295 309 CHF | 99,98% | 99,98% |
12/08/2024 | 0,80% | 117,06 % | 118,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 292 811 CHF | 295 161 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 116,82 % | 117,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 291 809 CHF | 294 156 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 116,08 % | 117,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 288 092 CHF | 290 401 CHF | 99,99% | 99,99% |
07/08/2024 | 0,80% | 116,28 % | 117,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 288 624 CHF | 290 942 CHF | 99,99% | 99,99% |
06/08/2024 | 0,80% | 113,39 % | 114,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 282 888 CHF | 285 161 CHF | 99,41% | 99,41% |
02/08/2024 | 0,80% | 116,10 % | 117,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 293 794 CHF | 296 151 CHF | 99,93% | 99,93% |
30/07/2024 | 0,80% | 121,78 % | 122,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 304 057 CHF | 306 503 CHF | 100,00% | 100,00% |