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 | 0,75% | 103,43 % | 104,20 % | 190 000 | 190 000 | 190 000 | 190 000 | 196 809 CHF | 198 281 CHF | 100,00% | 100,00% |
14/08/2024 | 0,74% | 103,44 % | 104,21 % | 190 000 | 190 000 | 190 000 | 190 000 | 196 530 CHF | 197 993 CHF | 100,00% | 100,00% |
13/08/2024 | 0,74% | 103,29 % | 104,06 % | 190 000 | 190 000 | 190 000 | 190 000 | 196 251 CHF | 197 714 CHF | 100,00% | 100,00% |
12/08/2024 | 0,74% | 103,44 % | 104,21 % | 190 000 | 190 000 | 190 000 | 190 000 | 196 113 CHF | 197 576 CHF | 100,00% | 100,00% |
09/08/2024 | 0,74% | 103,11 % | 103,88 % | 190 000 | 190 000 | 190 000 | 190 000 | 195 834 CHF | 197 297 CHF | 100,00% | 100,00% |
08/08/2024 | 0,75% | 102,75 % | 103,52 % | 190 000 | 190 000 | 190 000 | 190 000 | 195 266 CHF | 196 729 CHF | 99,97% | 99,97% |
07/08/2024 | 0,75% | 103,05 % | 103,82 % | 190 000 | 190 000 | 190 000 | 190 000 | 195 115 CHF | 196 578 CHF | 100,00% | 100,00% |
06/08/2024 | 0,75% | 102,43 % | 103,20 % | 190 000 | 190 000 | 190 000 | 190 000 | 194 307 CHF | 195 770 CHF | 100,00% | 100,00% |
02/08/2024 | 0,76% | 103,70 % | 104,49 % | 190 000 | 190 000 | 190 000 | 190 000 | 196 925 CHF | 198 420 CHF | 100,00% | 100,00% |
30/07/2024 | 0,76% | 103,97 % | 104,76 % | 190 000 | 190 000 | 190 000 | 190 000 | 197 543 CHF | 199 044 CHF | 100,00% | 100,00% |