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 | 0,90% | 86,82 % | 87,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 120 CHF | 222 120 CHF | 90,69% | 90,69% |
14/08/2024 | 0,91% | 86,61 % | 87,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 040 CHF | 220 040 CHF | 98,93% | 98,93% |
13/08/2024 | 0,94% | 85,97 % | 86,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 873 CHF | 212 873 CHF | 88,78% | 88,78% |
12/08/2024 | 0,94% | 84,17 % | 84,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 437 CHF | 214 437 CHF | 90,34% | 90,34% |
09/08/2024 | 0,93% | 84,52 % | 85,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 141 CHF | 217 141 CHF | 100,00% | 100,00% |
08/08/2024 | 0,92% | 85,82 % | 86,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 912 CHF | 218 912 CHF | 99,98% | 99,98% |
07/08/2024 | 0,87% | 90,23 % | 91,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 258 CHF | 230 258 CHF | 100,00% | 100,00% |
06/08/2024 | 0,87% | 92,69 % | 93,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 920 CHF | 231 920 CHF | 86,19% | 86,19% |
02/08/2024 | 0,84% | 93,78 % | 94,58 % | 35 000 | 250 000 | 97 864 | 250 000 | 93 087 CHF | 240 448 CHF | 99,83% | 99,83% |
30/07/2024 | 0,85% | 93,23 % | 94,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 103 CHF | 237 103 CHF | 76,85% | 76,85% |