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 | 0,71% | 113,07 % | 113,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 634 CHF | 283 634 CHF | 100,00% | 100,00% |
14/08/2024 | 0,72% | 111,86 % | 112,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 278 259 CHF | 280 259 CHF | 100,00% | 100,00% |
13/08/2024 | 0,72% | 110,38 % | 111,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 275 743 CHF | 277 743 CHF | 100,00% | 100,00% |
12/08/2024 | 0,72% | 110,21 % | 111,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 275 714 CHF | 277 714 CHF | 100,00% | 100,00% |
09/08/2024 | 0,73% | 109,56 % | 110,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 274 027 CHF | 276 027 CHF | 100,00% | 100,00% |
08/08/2024 | 0,74% | 108,86 % | 109,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 269 841 CHF | 271 841 CHF | 100,00% | 100,00% |
07/08/2024 | 0,74% | 109,11 % | 109,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 065 CHF | 273 065 CHF | 100,00% | 100,00% |
06/08/2024 | 0,75% | 106,68 % | 107,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 869 CHF | 268 869 CHF | 99,73% | 99,73% |
02/08/2024 | 0,72% | 109,33 % | 110,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 275 154 CHF | 277 154 CHF | 100,00% | 100,00% |
30/07/2024 | 0,70% | 113,55 % | 114,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 283 709 CHF | 285 709 CHF | 100,00% | 100,00% |