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 | 0,82% | 96,94 % | 97,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 491 CHF | 243 491 CHF | 100,00% | 100,00% |
14/08/2024 | 0,83% | 96,13 % | 96,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 576 CHF | 242 576 CHF | 100,00% | 100,00% |
13/08/2024 | 0,83% | 95,88 % | 96,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 741 CHF | 241 741 CHF | 100,00% | 100,00% |
12/08/2024 | 0,83% | 95,63 % | 96,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 457 CHF | 241 457 CHF | 100,00% | 100,00% |
09/08/2024 | 0,83% | 95,70 % | 96,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 750 CHF | 241 750 CHF | 100,00% | 100,00% |
08/08/2024 | 0,83% | 95,93 % | 96,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 622 CHF | 240 622 CHF | 100,00% | 100,00% |
07/08/2024 | 0,81% | 98,79 % | 99,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 213 CHF | 247 213 CHF | 100,00% | 100,00% |
06/08/2024 | 0,82% | 97,16 % | 97,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 972 CHF | 245 972 CHF | 99,73% | 99,73% |
02/08/2024 | 0,81% | 97,47 % | 98,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 210 CHF | 248 210 CHF | 99,78% | 99,78% |
30/07/2024 | 0,80% | 100,36 % | 101,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 466 CHF | 252 472 CHF | 100,00% | 100,00% |