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% | 101,39 % | 102,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 365 CHF | 255 390 CHF | 100,00% | 100,00% |
14/08/2024 | 0,80% | 101,23 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 962 CHF | 254 987 CHF | 100,00% | 100,00% |
13/08/2024 | 0,80% | 101,10 % | 101,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 704 CHF | 254 729 CHF | 100,00% | 100,00% |
12/08/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 572 CHF | 254 597 CHF | 100,00% | 100,00% |
09/08/2024 | 0,80% | 100,82 % | 101,63 % | 250 000 | 248 000 | 250 000 | 249 498 | 252 023 CHF | 253 537 CHF | 100,00% | 100,00% |
08/08/2024 | 0,80% | 100,67 % | 101,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 632 CHF | 253 657 CHF | 100,00% | 100,00% |
07/08/2024 | 0,80% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 345 CHF | 253 366 CHF | 100,00% | 100,00% |
06/08/2024 | 0,80% | 99,90 % | 100,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 508 CHF | 251 508 CHF | 99,95% | 99,95% |
02/08/2024 | 0,80% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 250 CHF | 254 275 CHF | 100,00% | 100,00% |
30/07/2024 | 0,80% | 101,10 % | 101,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 703 CHF | 254 728 CHF | 100,00% | 100,00% |