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% | 105,67 % | 106,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 040 CHF | 266 165 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 105,44 % | 106,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 325 CHF | 265 450 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 105,13 % | 105,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 680 CHF | 264 780 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 105,06 % | 105,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 702 CHF | 264 802 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 104,90 % | 105,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 219 CHF | 264 319 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 104,69 % | 105,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 151 CHF | 263 251 CHF | 99,98% | 99,98% |
07/08/2024 | 0,80% | 104,73 % | 105,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 632 CHF | 263 732 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 104,34 % | 105,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 748 CHF | 262 848 CHF | 99,91% | 99,91% |
02/08/2024 | 0,80% | 104,84 % | 105,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 389 CHF | 264 489 CHF | 100,00% | 100,00% |
30/07/2024 | 0,80% | 105,75 % | 106,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 186 CHF | 266 311 CHF | 100,00% | 100,00% |