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% | 100,34 % | 101,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 739 CHF | 252 764 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 100,18 % | 100,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 336 CHF | 252 336 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 100,03 % | 100,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 081 CHF | 252 081 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 99,98 % | 100,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 965 CHF | 251 965 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 99,86 % | 100,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 622 CHF | 251 622 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 99,70 % | 100,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 099 CHF | 251 099 CHF | 99,99% | 99,99% |
07/08/2024 | 0,80% | 99,65 % | 100,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 757 CHF | 250 757 CHF | 100,00% | 100,00% |
06/08/2024 | 0,81% | 98,97 % | 99,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 419 CHF | 249 419 CHF | 99,90% | 99,90% |
02/08/2024 | 0,80% | 99,67 % | 100,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 601 CHF | 251 601 CHF | 100,00% | 100,00% |
30/07/2024 | 0,80% | 101,79 % | 102,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 477 CHF | 256 527 CHF | 100,00% | 100,00% |