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 | 0,87% | 93,34 % | 94,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 039 CHF | 231 040 CHF | 100,00% | 100,00% |
14/08/2024 | 0,87% | 90,63 % | 91,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 484 CHF | 230 484 CHF | 99,97% | 99,97% |
13/08/2024 | 0,89% | 90,87 % | 91,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 969 CHF | 224 969 CHF | 100,00% | 100,00% |
12/08/2024 | 0,90% | 88,96 % | 89,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 146 CHF | 224 146 CHF | 100,00% | 100,00% |
09/08/2024 | 0,90% | 88,23 % | 89,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 150 CHF | 223 150 CHF | 100,00% | 100,00% |
08/08/2024 | 0,92% | 87,65 % | 88,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 402 CHF | 218 402 CHF | 100,00% | 100,00% |
07/08/2024 | 0,90% | 88,89 % | 89,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 476 CHF | 222 476 CHF | 99,99% | 99,99% |
06/08/2024 | 0,92% | 86,34 % | 87,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 328 CHF | 217 328 CHF | 98,77% | 98,77% |
02/08/2024 | 0,86% | 90,70 % | 91,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 841 CHF | 232 841 CHF | 99,93% | 99,93% |
30/07/2024 | 0,84% | 94,65 % | 95,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 371 CHF | 240 371 CHF | 100,00% | 100,00% |