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% | 101,61 % | 102,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 592 CHF | 255 625 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 101,17 % | 101,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 959 CHF | 254 984 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 100,74 % | 101,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 414 CHF | 253 439 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 681 CHF | 253 706 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 371 CHF | 253 396 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 100,46 % | 101,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 994 CHF | 253 019 CHF | 99,98% | 99,98% |
07/08/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 912 CHF | 252 936 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 100,22 % | 101,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 314 CHF | 252 322 CHF | 99,93% | 99,93% |
02/08/2024 | 0,80% | 100,98 % | 101,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 411 CHF | 255 440 CHF | 100,00% | 100,00% |
30/07/2024 | 0,80% | 101,60 % | 102,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 742 CHF | 255 780 CHF | 100,00% | 100,00% |