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% | 102,68 % | 103,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 718 CHF | 257 770 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 102,05 % | 102,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 228 CHF | 256 278 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 501 CHF | 253 526 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 100,61 % | 101,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 104 CHF | 254 129 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 100,64 % | 101,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 048 CHF | 254 073 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 100,15 % | 100,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 472 CHF | 250 475 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 100,92 % | 101,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 792 CHF | 254 818 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 99,81 % | 100,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 858 CHF | 251 861 CHF | 99,88% | 99,88% |
02/08/2024 | 0,80% | 100,74 % | 101,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 393 CHF | 256 435 CHF | 98,84% | 98,84% |
30/07/2024 | 0,80% | 104,62 % | 105,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 306 CHF | 263 406 CHF | 100,00% | 100,00% |