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% | 114,67 % | 115,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 285 359 CHF | 287 651 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 113,31 % | 114,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 884 CHF | 284 148 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 111,81 % | 112,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 279 248 CHF | 281 494 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 111,83 % | 112,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 279 890 CHF | 282 140 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 111,13 % | 112,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 278 052 CHF | 280 281 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 110,46 % | 111,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 274 015 CHF | 276 220 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 110,91 % | 111,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 275 622 CHF | 277 838 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 108,39 % | 109,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 308 CHF | 273 486 CHF | 99,65% | 99,65% |
02/08/2024 | 0,80% | 110,99 % | 111,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 279 342 CHF | 281 588 CHF | 99,98% | 99,98% |
30/07/2024 | 0,80% | 115,56 % | 116,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 288 754 CHF | 291 075 CHF | 100,00% | 100,00% |